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Futures and Options

Lecture

taught by Prof. Dr. Eva Lütkebohmert-Holtz

Content
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.
 
Weekly DatesWednesdays, 8-10am, room 3219 KG III
 
First MeetingOctober 23rd, 2019
 
LanguageEnglish
 
Prerequisites        
Principles of Finance
 
ECTS6
 
Exam

120 minutes written exam.

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 , VWL and Mathematics for further information!
 
ILIASCourse materials will be available on ILIAS. The password necessary to register for the course on ILIAS will be given in the first lecture!
 
Credit

The lecture is open for M.Sc. Economics, B.Sc. and M.Sc. Mathematics, M.Sc. VWL 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.

In B.Sc. Mathematics, the course can be credited as an elective.

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

  • VWL-Theorie (examination regulations from 2011)

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

In M.Sc. BWL, the course can be credited as elective course Volkswirtschaftslehre.

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

 

Tutorial Attention: Changed time!

taught by Dr. Jonathan Ansari

Weekly DateTuesdays, 4:00-5:30pm, room 2121
 
First Meeting October 29th, 2019
 
LanguageEnglish

 

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