Semester:SS 21
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:37.5 h
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:37.5 h
Module coordination/Lecturers
- Prof. Dr. Michael Hanke
(Modulleitung)
- Prof. Dr. Michael Hanke
(Interner Dozent)
Curricula
Master's degree programme in Finance (01.09.2015)Learning Outcomes
Based on the contents of the lecture “C20 Financial Derivatives”, student will acquire in‐depth
knowledge in the following areas:
- Exotic options
- Credit derivatives
- Interest rate options
Qualifications
Lectures Method
Lecture
Admission Requirements
Contents of lecture “C20 Financial Derivatives”
Literature
Hull, J.C.: "Options, Futures, and Other Derivatives", 9th edition (8th or 10th can also be used, but mind
the different numbering of chapters!), Pearson.
Slides are available from Hull’s website:
http://www‐2.rotman.utoronto.ca/~hull/ofodslides/Slides_pptx_OFOD9e.zip
Exam Modalities
Written exam
Exams
- PWW-MA_Financial Derivatives "add-on" (C15) (SS 21, bewertet)
- PWW-MA_Financial Derivatives "add-on" (C15) (retake) (WS 21/22, bewertet)