Veranstaltungsdetails
| Derivative Financial Instruments | |
|---|---|
| Instructor: | Prof. Dr. Hubert Dichtl |
| Assistant: | Bettina Kourieh |
| Module: | BA-FBI 9(I) |
| Type: | Lecture |
| Hours: | 4 SWS |
| Credit points: | 6 CP |
| Language of instruction: | English |
| Language of examination: | English/German |
| Lectures: | Monday, 4:00 pm - 8:00 pm Tuesday, 8:00 am - 12:00 pm |
| Venue: | Monday, Phil F, Von-Melle-Park 6 Tuesday, ESA A, Edmund-Siemers-Allee 1 |
| First session: | 13.04.26 |
| Last session: | 16.06.26 |
| Type and duration of examination: | Written exam (60 min.) |
| Examination dates and venues: |
tba |
General Information
| Date | Message |
| 20.11.25 | The lecture will start on 13.04.2026. |
Description of module
The first part of the module provides an overview of the subject area (e.g., what are derivative financial instruments, what different types and applications are there, what do the markets for derivatives look like). The second part deals with the valuation of futures and forwards and their specific applications. The valuation of options using analytical and numerical methods and their use in the areas of asset management and risk management is the subject of the third part. The fourth and final part provides an overview of other derivatives, such as swaps.
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 FBI 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.
| Slides/files | Download |
| All course material | STiNE |