Teaching at the Institute of Finance and Commodity Markets

Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

• Capital Market Theory II: Derivatives (273005)

  	Termine:	Lehrpersonen:
  	Di. 09:15 - 10:45 | I-332	Kowalke, 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-063	Kowalke, Voigts
  Bemerkungen:	Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

• Praxismodul Finance (273014)

  	Termine:	Lehrpersonen:
  	Fr. 14:30 - 16:00 | I-233	Seebonn
  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:
  	Blockveranstaltung	Dittmann, Prokopczuk
  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

Kompetenzbereich (Area) Finance, Banking & Insurance

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

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Prokopczuk, 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-063	Lauter
  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-063	Kowalke
  Inhalt:	see lecture
  Literatur:	see lecture

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

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Decke, Prokopczuk, Schneider, Seebonn

Mehrere Kompetenzbereiche (Areas)

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

  	Termine:	Lehrpersonen:
  	Di. 16:15 - 17:45 | I-401	Blaufus, Dierkes, Dräger, Gassebner, Prokopczuk, Reichert, Schneider, Schröder, Sibbertsen, Sönksen, 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.

3. Bereich: Wissenschaftliche Kompetenzen

• Doktorandenseminar Finance (574001)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Dierkes, Dräger, Prokopczuk, Schneider
  Inhalt:	PhD students in finance present their research projects.

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

  	Termine:	Lehrpersonen:
  	Mi. 11:00 - 12:30 | I-442	Dierkes, Dräger, Gassebner, Prokopczuk, Schneider, Schröder, Sibbertsen, Sönksen, Todtenhaupt
  Inhalt:	External guests present their latest research