Seminar fact sheet
| General Properties | |
|---|---|
| Title | Seminar Finance: Derivatives & Risk Management |
| Course number(s) | 273015 |
| in Semester | Summer term 2023 |
| Frequency | each summer term |
| General Topic | Derivates and Risk Management |
| Target group | BSc WiWi PO 2017: areas 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 | Empirical research or a simulation study are 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 | Attendance, 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 | 27.01.2023 12:45 in I-063 |
| Application | by 31.01.2023 23:59 via email to Tobias Lauter |
| Topic assignment | You will receive an email on 01.02.2023 |
| Binding registration | by 03.02.2023 23:59 via email |
| Start | Upon registration |
| Introduction to scientific methods | 14.02.2023 11:00 in I-063 |
| Submission of seminar paper | by 19.05.2023 23:59 via email to Tobias Lauter and one physical copy |
| Presentations | End of may / beginning of june |
