Teaching at the Institute of Finance and Commodity Markets

Area of Expertise in Business Administration and Economics

• Capital Market Theory II: Derivatives (273005)

  	Time and room:	Lecturer:
  	Thu. 11:00 - 12:30 | II-013	Kowalke
  Contents:	Introduction to derivatives Forwards and futures Swaps Introduction to options Option pricing theory The Greeks
  Literature:	John C. Hull: Options, Futures and other Derivatives

• Exercise Capital Market Theory II: Derivatives (273010)

  	Time and room:	Lecturer:
  	Fri. 11:00 - 12:30 | I-332	Dittmann
  Comments:	Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

• Practice Module Finance (273014)

  	Time and room:	Lecturer:
  	Fri. 12:45 - 14:15 | II-214	Seebonn
  Contents:	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)

  	Time and room:	Lecturer:
  	Block course	Eiglmeier
  Contents:	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.
  Comments:	Prüfer: Prof. Dr. Prokopczuk

Area Finance, Banking & Insurance

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

  	Time and room:	Lecturer:
  	Block course	Dittmann, Prokopczuk
  Contents:	Information is provided on the webpage of the Institute of Finance and Commodity Markets

• Advanced Derivatives (374006)

  	Time and room:	Lecturer:
  	Fri. 09:15 - 10:45 | I-063	Lauter
  Contents:	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
  Literature:	Hull: Options, Futures and Other Derivatives

• Exercise Advanced Derivatives (374023)

  	Time and room:	Lecturer:
  	Wed. 09:15 - 10:45 | I-063	Kowalke
  Contents:	see lecture
  Literature:	see lecture

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

  	Time and room:	Lecturer:
  	Block course	Decke, Prokopczuk, Schneider, Seebonn

3. Area: Scientific skills

• Doctoral Seminar Finance (574001)

  	Time and room:	Lecturer:
  	Block course	Dierkes, Dräger, Prokopczuk, Schneider
  Contents:	PhD students in finance present their research projects.

• Finance Research Seminar (77782)

  	Time and room:	Lecturer:
  	Wed. 11:00 - 12:30 | I-442	Blaufus, Dierkes, Dräger, Gassebner, Prokopczuk, Reichert, Schneider, Schröder, Sibbertsen, Sönksen, Todtenhaupt
  Contents:	External guests present their latest research