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 Dates | Wednesdays, 8-10am, room 3219 KG III |
| First Meeting | October 23rd, 2019 |
| Language | English |
| Prerequisites | Principles of Finance |
| ECTS | 6 |
| 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. |
| ILIAS | Course 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
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 Date | Tuesdays, 4:00-5:30pm, room 2121 |
| First Meeting | October 29th, 2019 |
| Language | English |
Presentation by EY on "Valuation of interest rate options"