Capital Market Theory II: Derivatives


General Information

The lecture "Capital Market Theory II: Derivatives" deals with derivative financial instruments. The most important representatives of this class of securities are discussed and analyzed, i.e. forwards, futures, swaps and options.

The lecture is in English. An accompanying exercise (1SWS) is offered.

Topics covered

1) Introduction
2) Forwards and Futures
3) Fixed-Income Markets und Swaps
4) Introduction to Options
5) Option Valuation
6) The Greeks


John Hull:  Options, Futures, and Other Derivatives


Written exam at the end of the semester (60 minutes).