Seminar Finance: Derivatives & Risk Management (273015)

Seminar Finance: Derivatives & Risk Management (273015)


General Properties
TitleSeminar Finance: Derivatives & Risk Management
Course number(s)273015
in SemesterSuSe 2020
Frequencyonly SuSe
General TopicDerivates and Risk Management
Target group

BSc WiWi PO 2017: Traget group BWL and VWL

Places Offered 20
LanguageGER 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

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
SoftwareR / 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. Prokopczuk
Supervisor Tobias Lauter
Group Work and Topic Allocation
Group workRequired
Group size2-3
Group allocation Based on prefernces of the students, allocation by the institute if the application in groups of less than 3 students
Topic allocation Based on preferences
Group and topic application PDF-Form
Application until friday, the 31.01.2020, 11:00 in room I-044
Kick-Off-Meeting Wednesday, the 29.01.2020, 11:00 to 12:30 in the room 063 (1. floor, Building 1501)
Topic assignment until tuesday, the 04.02.2020
Binding registration until friday, the 07.02.2020, 11:00 in room I-044
Start of processing With Registration
Submission of seminar paper Friday, the 15.05.2020, 11:00 in room I-044
Submission of presenation -
PresentationsEnd of May