Master Seminar Finance: Derivatives & Risk Management (374024)

Master Seminar Finance: Derivatives & Risk Management (374024)

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.


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
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