Lectures of 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

Kompetenzbereich Betriebswirtschaftslehre, Betriebswirtschaftslehre III

• Tutorium zu Kapitalmarkttheorie (270027)

  	Termine:	Lehrpersonen:
  	Mo. 12:45 - 14:15 | I-342 (Gruppe 1)	Tutor
  	Mo. 12:45 - 14:15 | I-401 (Gruppe 2)	Tutor
  	Mo. 14:30 - 16:00 | II-013 (Gruppe 3)	Tutor
  	Di. 09:15 - 10:45 | I-332 (Gruppe 4)	Tutor
  	Di. 12:45 - 14:15 | II-013 (Gruppe 5)	Tutor
  	Di. 14:30 - 16:00 | I-442 (Gruppe 6)	Tutor
  	Di. 16:15 - 17:45 | I-332 (Gruppe 7)	Tutor
  	Mi. 09:15 - 10:45 | II-013 (Gruppe 8)	Tutor
  	Mi. 11:00 - 12:30 | I-063 (Gruppe 9)	Tutor
  	Mi. 16:15 - 17:45 | I-342 (Gruppe 10)	Tutor
  	Do. 09:15 - 10:45 | I-063 (Gruppe 11)	Tutor
  	Do. 12:45 - 14:15 | II-013 (Gruppe 12)	Tutor
  	Do. 14:30 - 16:00 | I-401 (Gruppe 13)	Tutor
  	Do. 14:30 - 16:00 | VII-005 (Gruppe 14)	Tutor
  	Fr. 12:45 - 14:15 | I-442 (Gruppe 15)	Tutor
  Bemerkungen:	Der Vorlesungsstoff wird in Tutorien anhand von Übungsaufgaben verdeutlicht. Beginn der Gruppenanmeldung in Stud.IP: Fr. 24.10.2025 - 14:30 Uhr.

• Kapitalmarkttheorie (270171)

  	Termine:	Lehrpersonen:
  	Mo. 09:15 - 10:45 | VII-201	Prokopczuk
  Inhalt:	Einführung in Finanzmärkte Einführung in Wertpapiere Entscheidungen unter Unsicherheit Portfolioselektion Capital Asset Pricing Modell Informationseffizienz
  Literatur:	Bodie/Kane/Marcus: Investments (aktuelle Ausgabe)

Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

• Capital Market Theory II: Derivatives (273005)

  	Termine:	Lehrpersonen:
  	Mi. 12:45 - 14:15 | I-332	Kowalke
  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:
  	Fr. 09:15 - 10:45 | I-332	Kowalke, N.N. (FCM)
  Bemerkungen:	Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

• Seminar Finance: Investments (273012)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Dittmann, Prokopczuk
  Inhalt:	Students write a term paper (Seminararbeit) on different topics of finance and present their work in a final meeting which also includes group discussion.
  Literatur:	Topic specific literature will be announced in the kick-off meeting.
  Bemerkungen:	Please check the institute's webpage for detailed information. Prüfer: Prof. Dr. Prokopczuk

• Programming for Finance (273013)

  	Termine:	Lehrpersonen:
  	Di. 14:30 - 16:00 | II-214	Seebonn
  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.

• Hannover Finance Symposium (BSc) (273020)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Prokopczuk
  Inhalt:	Das Hannover Finance Symposium wir dam 19.11.2025 stattfinden. Zur Erbringung einer Prüfungsleistung (Hausarbeit) ist die Teilnahme verpflichtend. Details werden auf der Webseite des Hannover Center of Finance and Insurance bekannt gegeben.

Kompetenzbereich (Area) Finance, Banking & Insurance

• Master Seminar Finance: Derivatives & Risk Management (374024)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Prokopczuk, Voigts
  Inhalt:	Information is provided on the webpage of the Institute of Finance and Commodity Markets
  Bemerkungen:	Prüfer: Prof. Dr. Prokopczuk

Mehrere Kompetenzbereiche (Areas)

• Hannover Finance Symposium (MSc) (379019)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Prokopczuk
  Inhalt:	Das Hannover Finance Symposium wird am 19.11.2025 stattfinden. Zur Erbringung einer Prüfungsleistung (Hausarbeit) ist die Teilnahme verpflichtend. Details werden auf der Webseite des Hannover Center of Finance and Insurance bekannt gegeben.

• Advanced Asset Pricing (379030)

  	Termine:	Lehrpersonen:
  	Mo. 12:45 - 14:15 | I-063	Prokopczuk
  Inhalt:	Overview of asset pricing topics, risk aversion and risk premium Stochastic discount factor (SDF) Mean-variance and beta pricing Contingent claims and discount factors Factor pricing Empirical asset pricing methodologies
  Literatur:	John Cochrane: Asset Pricing, 2005

• Exercise Advanced Asset Pricing (379031)

  	Termine:	Lehrpersonen:
  	Mi. 18:15 - 19:45 (14-tägig) | I-063	Voigts
  Inhalt:	Exercise sessions for the lecture Asset Pricing. Exact dates of the sessions will be announced in the lecture.

1. Bereich: Fachliche Kompetenzen

• Advanced Econometric Topics for Finance and Economics (571001)

  	Termine:	Lehrpersonen:
  	Blockveranstaltung	Gassebner, Prokopczuk, Sibbertsen
  Inhalt:	Prof. Gassebner Panel Data recapture (Fixed effects, random effects, etc.) Diff-in-Diff Bartik-type instruments (shift-share) Regression discontinuity design (RDD) Prof. Prokopczuk Kalman Filter Bayesian Statistics Markov Chain Monte Carlo (MCMC) Bootstrapping Prof. Sibbersten Dependence The Law of Large Numbers The Central Limit Theorem The Functional Central Limit Theorem
  Bemerkungen:	Interested PhD stdutens should register via email by 15 October 2025 at sekretariat@fcm.uni-hannover.de. Please include your matriculation number. The course will be held in blocks.

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, Prokopczuk, Schneider, Schröder, Sibbertsen, Todtenhaupt
  Inhalt:	External guests present their latest research