Teaching at the Institute of Finance and Commodity Markets

In teaching, we teach basic knowledge in the field of finance. Building on this, in the following semesters we focus on derivatives as well as on practical knowledge, such as programming in finance or portfolio management. In the further semesters we broaden the students' knowledge in the area of theoretical financial markets. We also offer seminars and theses on all topics.

Courses of studies of the institute

Bachelor

ENGINEERING AND BUSINESS ADMINISTRATION (6 SEMESTER)

Master

ECONOMICS AND MANAGEMENT (4 SEMESTER)
ENGINEERING AND BUSINESS ADMINISTRATION (4 SEMESTER)

Our courses this semester

  • Summer term 2024

    Bachelor Wirtschaftswissenschaft

    Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

    • Capital Market Theory II: Derivatives (273005)

      Termine:Lehrpersonen:
      Mo. 14:30 - 16:00 | I-063Kowalke, Voigts
      Inhalt:
      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Option pricing theory
      • The Greeks
      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Capital Market Theory II: Exercise Derivatives (273010)

      Termine:Lehrpersonen:
      Mi. 18:15 - 19:45 | I-442Kowalke, Voigts
      Bemerkungen:

      Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

    • Programming for Finance (273013)

      Termine:Lehrpersonen:
      Mo. 16:15 - 17:45 | II-214Klöckner
      Inhalt:
      • Einführung in R
      • Einführung in Finanzmarktdatenbanken
      • Grundlagen der Programmierung
      • Empirische Finanzmarktanalyse
      • Einführung in LaTeX
      Literatur:

      Wird in der Veranstaltung bekanntgegeben.

      Bemerkungen:

      Diese Veranstaltung richtet sich an Studierende mit Interesse am Bereich Finance, insbesondere als Vorbereitung für das Verfassen von Seminar-, Haus- oder Abschlussarbeiten.

    • Praxismodul Finance (273014)

      Termine:Lehrpersonen:
      Fr. 12:45 - 14:15 | II-214Seebonn
      Inhalt:

      The aim of this course is to bridge the gap between theory and practice. The course has several parts:

      • Practical aspects of asset management
      • Workshop Trading Room Simulation: Students experience life as a financial trader in a simulated environment
      • Portfolio Challenge: Students have to build their own (hypothetical) portfolio of risky assets using real world stock market data and cricitcally evaluate the investment performance
      • Additional guest lectures on current topics of financial markets (tbd)

      Assessment of the course will be through one test and several assignmentsto be completed at home.

    • Seminar Finance: Derivatives & Risk Management (273015)

      Termine:Lehrpersonen:
      BlockveranstaltungDittmann, Prokopczuk, Voigts
      Inhalt:

      Students write a term paper (Seminararbeit) about selected topics of derivatives and risk managemen. They present their work in a final meeting which also includes group discussion. More details are provided on the webpage of the Institute of Financial Markets.

      Bemerkungen:

      Prüfer: Prof. Dr. Prokopczuk

    • Einführung in wissenschaftliches Arbeiten am Institut für Finanzwirtschaft und Rohstoffmärkte (273030)

      Termine:Lehrpersonen:
      BlockveranstaltungN.N. (FCM), Prokopczuk

    Master Wirtschaftswissenschaft

    Kompetenzbereich (Area) Finance, Banking & Insurance

    • Master Seminar Finance: Asset Pricing & Asset Management (374001)

      Termine:Lehrpersonen:
      BlockveranstaltungProkopczuk, Voigts
      Inhalt:

      Information is provided on the webpage of the Institute of Finance and Commodity Markets

    • Advanced Derivatives (374006)

      Termine:Lehrpersonen:
      Mo. 16:15 - 17:45 | I-063Lauter
      Inhalt:

      After a quick introduction, this course will focus on advanced topics of derivatives markets.

      Topics include:

      • Introduction to Stochastic Calculus
      • Black-Scholes Formula
      • Exotic Options
      • Interest Rate Derivatives
      • Numerical Procedures for Derivatives Pricing
      Literatur:

      Hull: Options, Futures and Other Derivatives

    • Exercise Advanced Derivatives (374023)

      Termine:Lehrpersonen:
      Mi. 16:15 - 17:45 | I-063Kowalke
      Inhalt:

      see lecture

      Literatur:

      see lecture

    • Master Seminar: Climate Risk in Finance & Insurance (374054)

      Termine:Lehrpersonen:
      BlockveranstaltungDecke, Dittmann, Prokopczuk, Schneider, Seebonn
    • Einführung in wissenschaftliches Arbeiten am Institut für Finanzwirtschaft und Rohstoffmärkte (374059)

      Termine:Lehrpersonen:
      BlockveranstaltungN.N. (FCM), Prokopczuk
    • Masterkolloquium FCM (374060)

      Termine:Lehrpersonen:
      BlockveranstaltungN.N. (FCM), Prokopczuk

    Mehrere Kompetenzbereiche (Areas)

    • Lecture Series: Financial Markets and the Global Challenges (379059)

      Termine:Lehrpersonen:
      Di. 16:15 - 17:45 | I-401Blaufus, Dierkes, Dräger, Foege, Gassebner, Prokopczuk, Schneider, Schöndube, Schröder, Sibbertsen, Todtenhaupt
      Inhalt:

      Financial markets are the backbone of the economy. The world is facing many challenges such as climate change, crime and international conflicts, ageing societies or economic disruptions. In this lecture series, faculty members of the School of Economics and Management will discuss how financial markets are related and/or might provide means to tackle these challenges.

    Promotionsstudium

    3. Bereich: Wissenschaftliche Kompetenzen

    • Doktorandenseminar Finance (574001)

      Termine:Lehrpersonen:
      BlockveranstaltungDierkes, Dräger, Prokopczuk, Schneider
      Inhalt:

      PhD students in finance present their research projects.

    Forschungsveranstaltungen

    • Research Seminar Financial Markets and the Global Challenges (77782)

      Termine:Lehrpersonen:
      Mi. 11:00 - 12:30 | I-442Blaufus, Dierkes, Dräger, Foege, Gassebner, Prokopczuk, Schneider, Schöndube, Schröder, Sibbertsen, Todtenhaupt
      Inhalt:

      External guests present their latest research

All courses of the institute

Further information and notes on university studies