Master Seminar Finance: Derivatives & Risk Management (374024)

Master Seminar Finance: Derivatives & Risk Management (374024)


General Features
Title Master Seminar Finance: Derivatives & Risk Management
Course number(s) 374024
in Semester WiSe
Frequency WiSe only
General TopicDerivatives and Risk Management
Target group / Classification

MSc WiWi PO 2018

Places Offered 20
Language EN
LocationInternal seminar
Practice partner No
TypeBlock seminar
Preparation of the ThesisDuring 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 literatur 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 Required
Group Size 2
Group allocation Based on prefernces of the students, allocation by the institute if the application in groups of fewer than two students
Topics Link (will be added)
Topic allocation Based on preferences
Group and topic application PDF-Form
Kick-Off-Meeting Wednesday 14.07.2021 via BBB in StudIP (Link will be added)
Application  Friday 16.0.2021 23:59 via email to Tobias Lauter (PDF-form)
Topic assignment Monday 19.07.2021 (I send an email)
Binding registration Friday 23.07.2021 11:00 via email (PDF-form)
StartUpon registration
Submission of seminar paper Wednesday 12.11.2021 11:00 via email and two printed versions in office I-044, via mail or via drop-off at the porter
Submission of presenation -
Presentations Late November/beginning of December