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 | Leon Kowalke |
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 | Thursday 18.07.2024 12:45 in I-063 |
Application | Wednesday 24.07.2024 23:59 (PDF-form) via email |
Topic assignment | Thursday 25.07.2024 (I send an email) |
Binding registration | Monday 29.07.2024 (PDF-form) via email |
Start | Upon registration |
Submission of seminar paper | Monday 18.11.2024 via email |
Submission of presentation | Thursday, 12.12.2024, 09 am |
Presentations | Friday, 13.12.2024, 11 am, Building 1501, Room 112 |