Futures and Options

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

HISinOne!

Lecture

taught by Dr. Ernst August v. Hammerstein

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

Tuesdays 10am - 12pm in lecture hall 3042 KG III


Slides and exercises will be uploaded each week to ILIAS
 

First MeetingOctober 17th, 2023
 
LanguageEnglish
 
Prerequisites        
Principles of Finance
 
ECTS6
 
Exam

120 minutes written exam. This is scheduled for February 21, 2024, from 12-15 in HS 1010.

For updates and recent changes, see also 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 Sven Knaust

Weekly Date

Fridays 4-6 pm in lecture hall 1098 KG I                            

 First Meeting October, 27th 2023

 
Benutzerspezifische Werkzeuge