Course: Derivatives (5106-611)

Persons:

• Dr. oec. Daniel Sommer (verantwortlich)

Type of Course:

lecture with exercise

In-Class Hours Per Week:

2

Contents:

In this course basics of engineering, application and valuation of financial derivatives are taught. Students learn different yield curve concepts, principles of financial engineering, and to value and analyze futures, forwards, swaps, and standard and exotic options.

Literature:

Rudolph, Bernd; Schäfer, Klaus "Derivate Finanzinstrumente" 2005

Location:

Hohenheim

Module:

• 5106-610 Banking and Derivatives (semi-elective)
• 5106-640 Derivatives (compulsory)

eLearning:

Course in ILIAS