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 slides and exercises are provided every week on ILIAS.
 

First Meeting45th calender week
 
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 Miguel Herculano

Weekly Date

Tuesdays, 4-6pm 

live in Adobe Connect
 

First Meeting November 10th, 2020                                      
 
LanguageEnglish

 

 
Benutzerspezifische Werkzeuge