Teaching at the Institute of Finance and Commodity Markets

Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

• Praxismodul Finance (273014)

  	Termine:	Lehrpersonen:
  	Fr. 14:30 - 16:00 | II-214	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	Klöckner, Lauter
  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

• Advanced Derivatives (374006)

  	Termine:	Lehrpersonen:
  	Mo. 11:00 - 12:30 | I-063	Prokopczuk
  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:
  	Fr. 09:15 - 10:45 | I-342	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)

• Ringvorlesung Financial Markets and the Global Challenges (379059)

  	Termine:	Lehrpersonen:
  	Di. 16:15 - 17:45 | I-342	Blaufus, Dräger, Gassebner, Gnutzmann-Mkrtchyan, 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. After attending the lecture series, students can pick one specific topic and write a term paper (Hausarbeit) supervised by the corresponding faculty member.

1. Bereich: Fachliche Kompetenzen

• Machine Learning: Theory and Applications (571007)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Szimayer
  Inhalt:	This course provides an overview of multiple machine learning techniques. The methods will be introduced on a theoretical level. Based on the presented theory, students implement these techniques using the programming language Python in computer lab sessions. The topics covered include: Model Selection and Evaluation Linear Models Decision Trees Support Vector Machines Ensemble Learning Clustering Neural Networks and Outlook Based on the knowledge and skills develops in lectures and labs, research projects give students the opportunity to implement the techniques within an empirical research project in groups.
  Literatur:	Zhou, Zhi-Hua (2021): Machine Learning, 1st ed.
  Bemerkungen:	The examination of the course consists of a project report. Blockveranstaltung am 15./16.06.2023 und 22./23.06.2023 jeweils 9-18 Uhr im ITS-Pool. Anmeldung per Mail an sekretariat@fcm.uni-hannover.de bis zum 30.04.2023 erforderlich. Bitte beachten SIe die begleitende Übung 571008 Exercise Introduction to Machine Learning: Theory and Applications.

• Exercise Machine Learning: Theory and Applications (571008)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Döpp, Heuel

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	Blaufus, Dierkes, Dräger, Gassebner, Gnutzmann-Mkrtchyan, Prokopczuk, Schneider, Schöndube, Schröder, Sibbertsen, Todtenhaupt
  Inhalt:	External guests present their latest research