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Seminar Finance: Derivatives & Risk Management (273015)

Seminar Finance: Derivatives & Risk Management (273015)

Seminar fact sheet

General Properties
Title Seminar Finance: Derivatives & Risk Management
Course number(s) 273015
in Semester Summer term 2022
Frequency only Summer term
General Topic Derivates and Risk Management
Target group

BSc WiWi PO 2017: Traget group BWL and VWL

Places Offered 20
Language GER or EN
Location internal Seminar
Practice Partner No
Type block seminar
Preparation of the Thesis during the term time / outside term time
Requirements and Support
Aim

Students write a term paper (Seminararbeit) on different topics of finance and present their work in a final meeting, which also includes group discussion.

Prerequisites Capital Market Theory II: Derivatives (273005) is recommended
Supportive prerequisites Programming for Finance (273013) is recommended
Formal guidelines Guidelines for scientific work
General literature Hull, John C. Options, Futures and Other Derivatives. Pearson Education (current edition).
Basic literatur for entry Yes
Methods An empirical research or a simulation study create the basis of the paper
Software R / Matlab (recommended)
Word processing software LaTeX (recommended)
Page count 25 (group of 3), 20 (group of 2), 15 (alone)
Consultations with supervisor Several possible
Performance requirements / Evaluation Obligation to attend, written part 60% / presentation 40%
Examiner Prof. Dr. Marcel Prokopczuk
Supervisors Tobias Lauter, Daniel Klöckner
Group Work and Topic Allocation
Group work Required
Group size 2-3
Group allocation Based on prefernces of the students, allocation by the institute if the application in groups of less than 3 students
Topics Link
Topic allocation Based on preferences
Group and topic application PDF-Form
Schedule
Kick-off meeting 28.01.2022 16:15 in I-063
Application by 31.01.2022 23:59 via email to Tobias Lauter
Topic assignment You will receive an email on 02.02.2022
Binding registration by 04.02.2021 23:59 via email
Start  Upon registration
Introduction to scientific methods 14.02.2022 14:30 in I-063
Submission of seminar paper by 20.05.2021 23:59 via email to Tobias Lauter and one physical copy
Presentations End of may / beginning of june