Futures and Options

Please register for this lecture AND the tutorial (Übung) in 

HISinOne!

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

Lecture videos will be uploaded to ILIAS.

In addition, we will offer question sessions in class roughly every second week. These will take place

Mondays, 2:15pm - 3:45pm, HS 3118

Exact dates will be announced through the Q&A chat on ILIAS.

Participation is only possible with valid 3G (vaccinated, recovered or tested) proof!

Further, an attendance confirmation is required for each tutorial session! This can be done most easily in electronic form. For details see the paragraph  Procedure via HISinOne from the point of view of participants (collect contact data CoronaVO) on this website.

Slides and exercises will be uploaded each week to ILIAS
 

First MeetingOctober 18, 2021
 
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 can be credited as follows:

In M.Sc. Economics in the profile "Finance";

In M.Sc. Mathematics for the profile "Finanzmathematik" or as an elective;

In B.Sc. Mathematics as an elective;

In M.Sc. VWL according to examination regulations from 2014 in "Accounting, Finance, and Taxation":

In M.Sc. BWL as elective course Volkswirtschaftslehre.

 

Tutorial

taught by Dr. Riccardo Brignone

Weekly Date

Mondays, 4:15pm - 5:45pm, HS 3118

The weekly tutorial will take place in class in lecture hall HS 3118..
 

 

Participation is only possible with valid 3G (vaccinated, recovered or tested) proof!

Further, an attendance confirmation is required for each tutorial session! This can be done most easily in electronic form. For details see the paragraph  Procedure via HISinOne from the point of view of participants (collect contact data CoronaVO) on this website.

 

 
Benutzerspezifische Werkzeuge