Futures and Options
On December 16, 2024, at 10:15am in HS 3042, David Rodina, PhD, and Sven Knaust from EY will give a presentation on "Valuation of interest rate options". Guests are very welcome!
Please register for this lecture AND the tutorial (Übung) in
HISinOne!
The retake exam will take place on Thursday, August 14th
2025 at 3-6 pm in lecture hall 1010 KG I.
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 |