Veranstaltungsdetails
Derivatives: Theory and Applications | |
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Instructor: | Dr. Moritz Lukas |
Assistant: | -na- |
Module: | -na- |
Type: | Lecture |
Hours: | 4 SWS |
Credit points: | 6 CP |
Language of instruction: | English |
Language of examination: | English |
Lectures: | Friday, 2:00 - 5:00 pm |
Venue: | ESA K |
Tutorials: | Friday, 8:00 - 10:00 am |
Venue (Tutorials): | ESA J |
First session: | April 8, 2016 |
Last session: | July 8, 2016 |
Type and length of examination: | Written exam (60 min.) |
Examination dates: | July 18, 2016 (1. date) September 30, 2016 (2. date) |
Description of module
Following a general introduction, this course focuses on the theory behind options, forwards, and futures and on the practical applications of these instruments. We will discuss the markets where these instruments are traded and the relevant players in these markets. Furthermore, we will calculate the payoffs and profits of different derivatives. Besides basic characteristics and mechanisms of derivatives, the issue of pricing will be a key aspect of the lecture. A short overview on swaps and exotic options is provided. Further applications include trading strategies involving derivatives and risk management techniques.
Registration
For this course, you need to register via the "Studieninfonetz" (STiNE) of the University of Hamburg. You need to adhere to the registration deadlines. It is your responsibility to check whether this course is eligible for your studies. Should you have questions regarding registration, please contact your Studienbüro.
Course material
All course materials are uploaded to STiNE. The files might be protected with a password. In this case, the password is announced in the first session of the course.
STiNE messages
Make sure to regularly check your STiNE inbox. Important information regarding this course might be provided via STiNE messages. You will also find this information in the "News" section on this page.
Questions?
All courses of the major FINVERS are usually administered by a research assistant. Please contact the assistant if you have any questions related to the course contents. Should the course not be administered by a research assistant, you can contact the instructor via e-mail.
Date | Notice |
April 8, 2016 | The lecture starts |
July 26, 2016 | The exam results are available in STiNE |
The schedule is provided in the lecture notes to the first lecture.
Slides/File | Download |
All course materials | STiNE |