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 tba

First MeetingOctober 14th, 2024
 
LanguageEnglish
 
Prerequisites        
Principles of Finance
 
ECTS6
 
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.

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 tba

Weekly Date      

Thursday 10am - 12pm in lecture hall tba
  

 First Meeting October 24th, 2024                                                                      

 
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