Derivatives Pricing
Please register for this lecture in HISinOne!
Lecture
taught by Dr. Riccardo Brignone
Content | Introduction to the Black-Scholes model and the basics of model-based derivatives pricing. Introduction to concepts of pricing, calibration and simulation. Topics which will be discussed in the lecture include:
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Date | |
First Meeting | April 18th, 2024
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Language | English |
Prerequisite | Principles of Finance, Futures and Options, R-Course (recommendation) |
ECTS | 6 |
Exam | 120 min. written exam at the end of the term. Please find the current examination dates on the examination office's homepage. For a correct identification, please bring your UniCard AND your ID to the exam. For details on the registration and the registration period for the first exam, please also look at the websites of the examination offices of Economics and Mathematics for further information! |
ILIAS | Course materials will be available on ILIAS. Please register for the course in HISinOne. The registration is open from tba. |
Credit | The lecture is open for M.Sc. Economics and M.Sc. VWL. In M.Sc. Economics, the course can be credited in the profile "Finance". In M.Sc. VWL, the course can be credited for
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Tutorial
taught by Dr. Riccardo Brignone
Date | every Tuesday from 2-4 pm at HS 3118 KG III. Some will be cancelled and therefore the total amount of Tutorials will be 1 SWS. |
First Meeting | April 23rd, 2024 |