Seminar Fact Sheet
| General Features | |
|---|---|
| Title | Master Seminar Finance: Derivatives & Risk Management |
| Course number(s) | 374024 |
| in Semester | WiSe |
| Frequency | WiSe only |
| General Topic | Derivatives and Risk Management |
| Target group / Classification | M.Sc. WiWi PO 2018 |
| Places Offered | 20 |
| Language | EN |
| Location | Internal seminar |
| Practice partner | No |
| Type | Block seminar |
| Preparation of the Thesis | During 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 |
Contents of Capital Market Theory II: Derivatives (Bachelor, 170533) (or similar) are required. Financial Markets and Investments II: Advanced Derivatives (Master, 34006) is recommended. |
| Supportive prerequisites | Programming for Finance (Bachelor, 273013) is recommended. |
| Formal guidelines | Guidelines for writing seminar papers |
| General literature | Hull, John C. Options, Futures and Other Derivatives. Pearson Education (current edition). |
| Basic literature for entry | Yes |
| Methods | An empirical application is the core of the seminar paper. |
| Software | R / Matlab or similar |
| Word processing software | LaTeX (recommended) |
| Page count | 20 (groups 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 work | Possible |
| Group Size | 1-2 |
| Group allocation | Based on preferences of the students, allocation by the institute if the application in groups of fewer than two students |
| Topics | Link |
| Topic allocation | Based on preferences |
| Group and topic application | PDF-Form |
| Timing | |
| Kick-Off-Meeting | Friday 15.07.2022 16:15 in I-342 |
| Application | Wednesday 20.07.2022 23:59 (PDF-form) via email or in I-044 |
| Topic assignment | Thursday 21.07.2022 (I send an email) |
| Binding registration | Monday 25.07.2022 (PDF-form) in I-044 |
| Start | Upon registration |
| Submission of seminar paper | Friday 18.11.2022 via email and a printed version in office I-044, via mail or via drop-off at the porter |
| Submission of presentation | - |
| Presentations | Late November/beginning of December |
