5310691: C20 Financial Derivatives

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Semester:SS 22
Art:Modul
Sprache:Englisch
ECTS-Credits:3.0
Plansemester:2
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h

Modulleitung/Dozierende

Studiengang

Masterstudium Finance (01.09.2020)

Beschreibung

  • Derivatives Markets and Instruments: Forwards, Futures, Options, Swaps
  • Pricing of Equity, Fixed Income, and Currency Derivatives
  • Hedging Using Derivatives
  • Financial Engineering

Lernergebnisse

Students …

  • know how derivatives and derivatives markets work,
  • apply standard models to price financial derivatives,
  • use Greek variables in risk management and financial engineering,
  • devise and/or analyze derivatives strategies for speculation, hedging and arbitrage,
  • combine basic instruments to achieve desired payoff structures/decompose payoff structures into their basic components.

Kompetenzen

Lehrmethoden

Lecture

Literatur

Hull, J.C. (2018). Options, Futures, and Other Derivatives. Pearson
Jorion, P. (2009) Financial Risk Manager Handbook. Wiley

Prüfungsmodalitäten

See lecture(s) within the module