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 various derivatives by no-arbitrage arguments and risk-neutral pricing. |
Weekly Dates | Monday 10am - 12pm in lecture hall 3042 KG III |
First Meeting | October 14th, 2024 |
Language | English |
Prerequisites | Principles of Finance |
ECTS | 6 |
Exam | 120 minutes written exam. 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. |
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 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 Hongyi Shen
Weekly Date | Tuesdays, 8-10am, lecture hall 1015 KG I |
First Meeting | October 22nd, 2024 |