Futures and Options
Lecture: Mo, 10-12h, -, -
Exercise session: Di, 8-10h, -, -
Teacher: Eva Lütkebohmert-Holtz
Language: in English
This course covers an introduction to financial markets and products. Besides futures and standard put and call options of European and American type we also discuss interest-rate sensitive instruments such as swaps.
For the valuation of financial derivatives we first introduce financial models in discrete time as the Cox--Ross--Rubinstein model and explain basic principles of risk-neutral valuation. Finally, we will discuss the famous Black--Scholes model which represents a continuous time model for option pricing.
Required: Elementary Probability Theory~I
Elective (Option Area) (2HfB21)
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Applied Mathematics (MSc14)
Mathematics (MSc14)
Concentration Module (MSc14)
Elective (MSc14)
Elective in Data (MScData24)
Lecture: Mo, 10-12h, HS 3042, KG III
Exercise session: Di, 8-10h, HS 1015, KG I
Sit-in exam (resit) 14.08., 15:00-18:00
Teacher: Eva Lütkebohmert-Holtz
Assistant: Hongyi Shen
Language: in English
This course covers an introduction to financial markets and products. Besides futures and standard put and call options of European and American type we also discuss interest-rate sensitive instruments such as swaps.
For the valuation of financial derivatives we first introduce financial models in discrete time as the Cox--Ross--Rubinstein model and explain basic principles of risk-neutral valuation. Finally, we will discuss the famous Black--Scholes model which represents a continuous time model for option pricing.
Required: Elementary Probability Theory~I
Elective (Option Area) (2HfB21)
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Applied Mathematics (MSc14)
Mathematics (MSc14)
Concentration Module (MSc14)
Elective (MSc14)
Elective in Data (MScData24)
Teacher: Eva Lütkebohmert-Holtz
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Lecture: Di, 8-10h, HS 1098, KG I
Teacher: Eva Lütkebohmert-Holtz
general:
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Mo, 14-16h, HS 3118, KG III
Teacher: Eva Lütkebohmert-Holtz
Assistant: Riccarda Brignone
general:
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Lecture: Do, 10-12h, , online
Teacher: Eva Lütkebohmert-Holtz, Ernst August von Hammerstein
Teacher: Eva Lütkebohmert-Holtz, Mirko Schäfer
Supplementary Module in Mathematics (MEd18)
Compulsory Elective in Mathematics (BSc21)
Futures and Options
Lecture: Mo, 14-16h, genauere Informationen zum Ablauf durch Dozenten nach Belegung in HISinOne, -
Teacher: Eva Lütkebohmert-Holtz
Assistant: Jonathan Ansari
general:
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Seminar: Quantitative Finanzmarktforschung
Seminar: Quantitative Finance
Di, 8:30-10h, HS 3043, KG III
Teacher: Eva Lütkebohmert-Holtz
Assistant: Jonathan Ansari
Futures and Options
Lecture: Mi, 8-10h, -, -
17.02., 14:00-16:00
Teacher: Eva Lütkebohmert-Holtz
general:
Compulsory Elective in Mathematics (BSc21)