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Futures and Options

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.

The exam takes place on February the 12th, 2019 in room 1010 at 9am-12pm. For a correct identification, please bring your UniCard AND your ID to the exam.

Lecture

taught by Dr. Christoph Gerhart

  • Mondays, 02:00 - 04:00pm in room 1221
    First meeting October, 15th 2018

The lecture covers discrete time and, at the end, also continuous time models for financial markets and the valuation of a variety of derivatives by no-arbitrage arguments and risk-neutral pricing.

 

Tutorial Please note, that the date has changed!

taught by Victor Feunou

  • Wednesdays, 4:00 - 6:00pm in room 2121
    First meeting: October, 24th 2018


Course materials (lecture slides, exercise sheets etc.) will be available on the learning management system ILIAS of the university. The link below directly leads to the ILIAS site of the lecture (logged in state): Futures and Options in ILIAS

The password necessary to register for the course on ILIAS will be given in the first lecture!

 

The lecture and tutorial will be held in english.

 

Credit

The course accounts for 6 ECTS based on a 120min written 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!

The lecture is open for M.Sc. Economics, M.Sc. Mathematics, M.Sc. VWL/BWL and diploma students in their advanced study period.

In M.Sc. Economics, the course can be credited in the profile "Finance".

In M.Sc. Mathematics, the course can be credited for the special profile "Finanzmathematik" or as an elective (within the module Mathematik).

In M.Sc. VWL, the course can be credited for

  • Quantitative Methods, VWL theory, or BWL (elective) (examination regulations from 2011)

  • Accounting, Finance, and Taxation (new examination regulations, valid from winter term 2014/2015)

In M.Sc. BWL (Public and Non-Profit Management) the course can be credited as an elective in Quantitative Methods (Quantitative Methoden).

For VWL Diplom, the course can be credited in "Finanzmärkte und -management" or "Finanz- und Rechnungswesen".

For more information please click here.

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