312200 Termingeschäfte (V) (WiSe 2007/2008)
Contents, comment
-
1. Institutionelle Grundlagen
2. Konzepte des Financial Engineering in einem diskreten Modellrahmen
3. Konzepte des Financial Engineering in einem stetigen Modellrahmen
4. Die Bewertung von Derivaten auf Aktien und Fremdwährungen
4.1 Forwards
4.2 Europäische Optionen
4.3 Quanto-Optionen
Bibliography
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Zur Vorbereitung empfohlene Literatur:
Mathematische Grundlagen:
Neftci, Salih N.: An Introduction to the Mathematics of Financial Derivatives. San Diego: Academic Press, 1996.
Bingham, Nicholas H.; Kiesel, Rüdiger: Risk-Neutral Valuation. Heidelberg: Springer, 1999.Gesamtdarstellungen:
Hull, John C.: Options, Futures and other Derivatives. Third Edition. London: Prentice Hall, 1997..
Ritchken, Peter: Derivative Markets. Theory, Strategy and Applications. New York: Harper Collins, 1996.
Sandmann, Klaus: Einführung in die Stochastik der Finanzmärkte. Heidelberg: Springer, 1999.
Baxter, Martin W.; Rennie, Andrew J.: Financial Calculus. An Introduction to derivative pricing. Cambridge: Cambridge University Press, 1996.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 10-12 | W9-109 | 15.10.2007-08.02.2008 | |
| one-time | Di | 14-16 | H2 | 12.02.2008 | |
| one-time | Di | 14-16 | H2 | 01.04.2008 |
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Betriebswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | B2; WP06; B5 | Wahl | 4 | HS | ||
| Sozialwissenschaften / Lehramt Sekundarstufe I | C1; C2 | Wahlpflicht | HS | ||||
| Sozialwissenschaften / Lehramt Sekundarstufe II | C1; C2 | Wahlpflicht | HS | ||||
| Volkswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | WP06; V5 | Wahl | 4 | HS | ||
| Wirtschaftswissenschaften / Bachelor | (Enrollment until SoSe 2005) | Nebenfach | Modul W8 | Wahl | 5. 6. | 4 | Wahlpflichtmodul: Finanzwirtschaft |
| Wirtschaftswissenschaften / Bachelor | (Enrollment until SoSe 2005) | Nebenfach | Modul W1; Modul W2; Modul W4; Modul W5; Modul W6 | Wahl | 5. 6. | 4 | Wahlpflichtmodul: Finanzwirtschaft |
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- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Friday, December 14, 2007
- Last update rooms:
- Friday, December 14, 2007
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Business Administration and Economics
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- ECTS points
- 4
- (Also refer to the credit information in connection with the subject assignments)
- ID
- 4871587