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
Art:Modul
Sprache:Englisch
ECTS-Credits:3.0
Plansemester:2
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h
Modulleitung/Dozierende
- Prof. Dr. Michael Hanke
(Modulleitung)
Studiengang
Masterstudium Finance (01.09.2020)Lehrveranstaltungen
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