Lehre
Lehrveranstaltungen

Lehrveranstaltungen des Instituts für Finanzmarkttheorie

ÜBERSICHT BACHELOR

Pflichtprogramm

Modul / VeranstaltungEmpf. Fach­semesterSpracheSemester
BWL III (Teilmodul Kapitalmarkttheorie)3Deutsch Winter

Kompetenzbereich BWL & VWL

Modul / VeranstaltungEmpf. Fach­semesterSpracheSemester
Programming for Finance* 5 Englisch Winter
Capital Market Theory II: Derivatives5 oder 6Englisch Winter  und Sommer
Capital Market Theory III: Praxismodul Finance6Englisch Sommer
Seminar Finance: Investments**5Englisch Winter
Seminar Finance: Derivatives & Risk Management**6Englisch Sommer

* Blockveranstaltung Anfang Oktober
** Kickoff Veranstaltung findet zum Ende des vorrausgehenden Semesters statt

ÜBERSICHT MASTER

Area Finance, Banking, and Insurance

Modul / VeranstaltungEmpf. Fach­semesterSpracheSemester
Financial Markets I: Asset Pricing1 EnglischWinter
Financial Markets II: Advanced Derivatives2 EnglischSommer
Financial Markets III: Research in Finance3 Englisch Winter
Master Seminar Finance: Asset Pricing & Asset Management**2 Englisch Sommer
Master Seminar Finance: Derivatives & Risk Management**3 Englisch Winter

** Kickoff Veranstaltung findet zum Ende des vorrausgehenden Semesters statt

VERANSTALTUNGSANKÜNDIGUNGEN NACH SEMESTERN

  • Sommersemester 2019

    Bachelor Wirtschaftswissenschaft, PO 2017

    Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

    • Capital Market Theory II: Derivatives (273005)

      Termine:Lehrpersonen:
      Mo. 11:00 - 12:30 in I-342Prokopczuk

      Inhalt:

      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Option pricing theory
      • The Greeks

      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Capital Market Theory II: Exercise Derivatives (273010)

      Termine:Lehrpersonen:
      Mi. 09:15 - 10:45 in I-342Würsig

      Bemerkungen:

      Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

    • Praxismodul Finance (273014)

      Termine:Lehrpersonen:
      Fr. 14:30 - 16:00 in II-214Prokopczuk, Würsig

      Inhalt:

      The aim of this course is to bridge the gap between theory and practice. The course has several parts:

      • Mini-lecture on practical aspects of asset management by a guest lecturer from the financial industry
      • Workshop Trading Room Simulation: Students experience life as a financial trader in a simulated environment
      • Portfolio Challenge: Students have to build their own (hypothetical) portfolio of risky assets using real world stock market data and cricitcally evaluate the investment performance
      • Additional guest lectures on current topics of financial markets (tbd)

      Assessment of the course will be through one test and several assignmentsto be completed at home.

    • Seminar Finance: Derivatives & Risk Management (273015)

      Termine:Lehrpersonen:
      BlockveranstaltungHollstein, Prokopczuk

      Inhalt:

      Students write a term paper (Seminararbeit) about selected topics of derivatives and risk managemen. They present their work in a final meeting which also includes group discussion. More details are provided on the webpage of the Institute of Financial Markets.

    Bachelor Wirtschaftswissenschaft, PO 2012

    Bank- und Finanzwirtschaft / Finanzmärkte

    • Capital Market Theory II: Derivatives (170533)

      Termine:Lehrpersonen:
      Mo. 11:00 - 12:30 in I-342Prokopczuk

      Inhalt:

      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Option pricing theory
      • The Greeks

      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Capital Market Theory II: Exercise Derivatives (170542)

      Termine:Lehrpersonen:
      Mi. 09:15 - 10:45 in I-342Würsig

      Bemerkungen:

      Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

    Geld und Internationale Finanzwirtschaft

    • Capital Market Theory II: Derivatives (171633)

      Termine:Lehrpersonen:
      Mo. 11:00 - 12:30 in I-342Prokopczuk

      Inhalt:

      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Option pricing theory
      • The Greeks

      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Capital Market Theory II: Exercise Derivatives (171642)

      Termine:Lehrpersonen:
      Mi. 09:15 - 10:45 in I-342Würsig

      Bemerkungen:

      Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

    Master Wirtschaftswissenschaft, PO 2018

    Area Finance, Banking & Insurance

    • Master Seminar Finance: Asset Pricing & Asset Management (374001)

      Termine:Lehrpersonen:
      BlockveranstaltungHollstein, Prokopczuk

      Inhalt:

      Information is provided on the webpage of the Institute of Financial Markets

    • Financial Markets and Investments II: Advanced Derivatives (374006)

      Termine:Lehrpersonen:
      Mo. 12:45 - 14:15 in I-342Prokopczuk

      Inhalt:

      After a quick introduction, this course will focus on advanced topics of derivatives markets.

      Topics include:

      • Introduction to Stochastic Calculus
      • Black-Scholes Formula
      • Exotic Options
      • Interest Rate Derivatives
      • Numerical Procedures for Derivatives Pricing

      Literatur:

      Hull: Options, Futures and Other Derivatives

    • Financial Markets and Investments II: Exercise Advanced Derivatives (374023)

      Termine:Lehrpersonen:
      Mi. 16:15 - 17:45 (14-tägig) in I-342Hollstein

      Inhalt:

      see lecture

      Literatur:

      see lecture

    Doktorandenkolloquium

    • Doktorandenseminar Finance (70514)

      Termine:Lehrpersonen:
      BlockveranstaltungDierkes, Dräger, Prokopczuk

      Inhalt:

      PhD students in finance present their research projects.

    Forschungsveranstaltungen

    • Finance Research Seminar (77782)

      Termine:Lehrpersonen:
      Mi. 11:00 - 12:30 in I-063Dierkes, Dräger, Prokopczuk, Sibbertsen

      Inhalt:

      External guests present their latest research

    • Kolloquium Innovation und Lernen (77787)

      Termine:Lehrpersonen:
      BlockveranstaltungBlaufus, Dierkes, Dräger, Gassebner, Grote, Haunschild, Prokopczuk, Ridder, Schöndube, Sibbertsen, Weber, Wielenberg

      Inhalt:

      Im Kolloquium werden Forschungsprojekte im Rahmen des Forschungsschwerpunkts "Innovation und Lernen" vorgestellt.

      Bemerkungen:

      Die Veranstaltung findet an vier Terminen (11. April, 9. Mai, 6. Juni und 4. Juli) jeweils Do. 11:00 - 12:00 Uhr in I-063 statt.

  • Wintersemester 2018/2019

    Bachelor Wirtschaftswissenschaft, PO 2017

    Betriebswirtschaftslehre III

    • Tutorium zu Kapitalmarkttheorie (270027)

      Termine:Lehrpersonen:
      Mo. 11:00 - 12:30 in I-442 (Gruppe 1)Tutor
      Mo. 12:45 - 14:15 in II-013 (Gruppe 2)Tutor
      Mo. 12:45 - 14:15 in I-442 (Gruppe 3)Tutor
      Mo. 12:45 - 14:15 in I-332 (Gruppe 4)Tutor
      Mo. 14:30 - 16:00 in I-442 (Gruppe 5)Tutor
      Di. 09:15 - 10:45 in I-401 (Gruppe 6)Tutor
      Di. 14:30 - 16:00 in I-401 (Gruppe 7)Tutor
      Di. 14:30 - 16:00 in I-442 (Gruppe 8)Tutor
      Di. 14:30 - 16:00 in I-332 (Gruppe 9)Tutor
      Mi. 11:00 - 12:30 in VII-004 (Gruppe 10)Tutor
      Mi. 11:00 - 12:30 in I-332 (Gruppe 11)Tutor
      Mi. 12:45 - 14:15 in VII-004 (Gruppe 12)Tutor
      Mi. 12:45 - 14:15 in I-332 (Gruppe 13)Tutor
      Mi. 14:30 - 16:00 in I-442 (Gruppe 14)Tutor
      Mi. 16:15 - 17:45 in I-442 (Gruppe 15)Tutor
      Do. 09:15 - 10:45 in VII-005 (Gruppe 16)Tutor
      Do. 14:30 - 16:00 in I-063 (Gruppe 17)Tutor
      Do. 16:15 - 17:45 in I-442 (Gruppe 18)Tutor
      Fr. 11:00 - 12:30 in II-013 (Gruppe 19)Tutor
      Fr. 11:00 - 12:30 in I-442 (Gruppe 20)Tutor

      Bemerkungen:

      Der Vorlesungsstoff wird in Tutorien anhand von Übungsaufgaben verdeutlicht.

      Die Anmeldung wird über Stud.IP durchgeführt. Anmeldebeginn ist Montag, der 29. Oktober 2018, 13:00 Uhr.

    • Kapitalmarkttheorie (270171)

      Termine:Lehrpersonen:
      Mo. 09:15 - 10:45 in VII-201 (Gruppe 1)Prokopczuk
      Mo. 09:15 - 10:45 in VII-002 (Gruppe 2)Prokopczuk

      Inhalt:

      • Einführung in Finanzmärkte
      • Einführung in Wertpapiere
      • Entscheidungen unter Unsicherheit
      • Portfolioselektion
      • Capital Asset Pricing Modell
      • Informationseffizienz
      • Einführung in Derivate

      Literatur:

      Bodie/Kane/Marcus: Investments (aktuelle Ausgabe)

    Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

    • Capital Market Theory II: Derivatives (273005)

      Termine:Lehrpersonen:
      Mo. 12:45 - 14:15 in I-342Prokopczuk

      Inhalt:

      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Option pricing theory
      • The Greeks

      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Capital Market Theory II: Exercise Derivatives (273010)

      Termine:Lehrpersonen:
      Do. 07:30 - 09:00 in I-342Würsig

      Bemerkungen:

      Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

    • Seminar Finance (273012)

      Termine:Lehrpersonen:
      BlockveranstaltungProkopczuk, Würsig

      Inhalt:

      Students write a term paper (Seminararbeit) on different topics of finance and present their work in a final meeting which also includes group discussion.

      Literatur:

      Topic specific literature will be announced in the kick-off meeting.

      Bemerkungen:

      Please check the institute's webpage for detailed information.

      Prüfer: Prof. Dr. Prokopczuk

    • Programming for Finance (273013)

      Termine:Lehrpersonen:
      BlockveranstaltungWürsig

      Inhalt:

      • Einführung in Finanzmarktdatenbanken
      • Einführung in LaTeX
      • Einführung in statistische Analyseprogramme, insbesondere R und Matlab
      • Grundlagen der Programmierung
      • Empirische Finanzmarktanalyse

      Literatur:

      Wird in der Veranstaltung bekanntgegeben.

      Bemerkungen:

      Diese Veranstaltung richtet sich an Studierende mit Interesse am Bereich Finance, insbesondere als Vorbereitung für das Verfassen von Seminar-, Haus- oder Abschlussarbeiten.

    Bachelor Wirtschaftswissenschaft, PO 2012

    Bank- und Finanzwirtschaft / Finanzmärkte

    • Capital Market Theory II: Derivatives (170533)

      Termine:Lehrpersonen:
      Mo. 12:45 - 14:15 in I-342Prokopczuk

      Inhalt:

      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Option pricing theory
      • The Greeks

      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Capital Market Theory II: Exercise Derivatives (170542)

      Termine:Lehrpersonen:
      Do. 07:30 - 09:00 in I-342Würsig

      Bemerkungen:

      Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

    • Bachelorkolloquium FMT (170548)

      Termine:Lehrpersonen:
      BlockveranstaltungProkopczuk

      Inhalt:

      Studierende stellen die Ergebnisse ihrer Bachelorarbeit dar.

    Geld und Internationale Finanzwirtschaft

    • Capital Market Theory II: Derivatives (171633)

      Termine:Lehrpersonen:
      Mo. 12:45 - 14:15 in I-342Prokopczuk

      Inhalt:

      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Option pricing theory
      • The Greeks

      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Capital Market Theory II: Exercise Derivatives (171642)

      Termine:Lehrpersonen:
      Do. 07:30 - 09:00 in I-342Würsig

      Bemerkungen:

      Die Übung findet nicht wöchentlich statt. Die genauen Termine werden in der Veranstaltung bekanntgegeben.

    Master Wirtschaftswissenschaft, PO 2018

    Area Finance, Banking & Insurance

    • Asset Pricing / Financial Markets and Investments I: Asset Pricing (374004)

      Termine:Lehrpersonen:
      Mi. 12:45 - 14:15 in I-401Prokopczuk

      Inhalt:

      • Overview of asset pricing topics, risk aversion and risk premium
      • Stochastic discount factor (SDF)
      • Mean-variance and beta pricing
      • Contingent claims and discount factors
      • Factor pricing
      • Empirical asset pricing methodologies

      Literatur:

      • John Cochrane: Asset Pricing, 2005
    • Exercise Asset Pricing / Financial Markets and Investments I: Exercise Asset Pricing (374005)

      Termine:Lehrpersonen:
      Mi. 09:15 - 10:45 (14-tägig) in VII-002Hollstein

      Inhalt:

      Exercise sessions for the lecture Asset Pricing. Exact dates of the sessions will be announced in the lecture.

    Master Wirtschaftswissenschaft, PO 2012

    Finance

    • Asset Pricing / Financial Markets and Investments I: Asset Pricing (173300)

      Termine:Lehrpersonen:
      Mi. 12:45 - 14:15 in I-401Prokopczuk

      Inhalt:

      • Overview of asset pricing topics, risk aversion and risk premium
      • Stochastic discount factor (SDF)
      • Mean-variance and beta pricing
      • Contingent claims and discount factors
      • Factor pricing
      • Empirical asset pricing methodologies

      Literatur:

      • John Cochrane: Asset Pricing, 2005
    • Exercise Asset Pricing / Financial Markets and Investments I: Exercise Asset Pricing (173301)

      Termine:Lehrpersonen:
      Mi. 09:15 - 10:45 (14-tägig) in VII-002Hollstein

      Inhalt:

      Exercise sessions for the lecture Asset Pricing. Exact dates of the sessions will be announced in the lecture.

    • Seminar zu quantitativen Methoden (173350)

      Termine:Lehrpersonen:
      Blockveranstaltung (Gruppe 1)Hollstein, Prokopczuk
      (Gruppe 2)Steffen Meyer
      (Gruppe 3)Breitner
      (Gruppe 4)Leschinski

      Inhalt:

      Students write a term paper (Seminararbeit) on different topics of finance and present their work in a final meeting which also includes group discussion.

      Literatur:

      Will be provided by the individual supervisors.

      Bemerkungen:

      The seminar is organized in 4 different groups with different focuses. Students have to select one of these:

      Group 1: Quantitative Investment Management (Prof. Dr. Prokopczuk / Dr. Hollstein, FMT)

      Group 2: Empirical Finance (Prof. Dr. Meyer, GIF)

      Group 3: Computational Finance (Prof. Dr. Breitner, IWI)

      Group 4: Quantitative Methods in Finance (Dr. Leschinski, STAT)

      Information on the schedule, topics and application deadline will be provided on the webpages of the respective institutes (FMT/GIF/IWI/STAT).

    • Masterkolloquium FMT (173396)

      Termine:Lehrpersonen:
      BlockveranstaltungProkopczuk

      Inhalt:

      Studierende stellen die Ergebnisse ihrer Masterarbeit dar.

    Doktorandenkolloquium

    • Doktorandenseminar Finance (70514)

      Termine:Lehrpersonen:
      BlockveranstaltungDierkes, Prokopczuk

      Inhalt:

      PhD students in finance present their research projects.

    Forschungsveranstaltungen

    • Finance Research Seminar (77782)

      Termine:Lehrpersonen:
      Mi. 14:30 - 16:00 in I-063Dierkes, Steffen Meyer, Parolya, Prokopczuk, Sibbertsen

      Inhalt:

      External guests present their latest research

    • Kolloquium Innovation und Lernen (77787)

      Termine:Lehrpersonen:
      BlockveranstaltungBlaufus, Dierkes, Gassebner, Grote, Haunschild, Hoppe-Wewetzer, Parolya, Prokopczuk, Ridder, Schnitzlein, Schöndube, Sibbertsen, Wagener, Weber, Wielenberg

      Inhalt:

      Im Kolloquium werden Forschungsprojekte im Rahmen des Forschungsschwerpunkts "Innovation und Lernen" vorgestellt.

      Bemerkungen:

      Die Veranstaltung findet an vier Terminen (1.11.., 6.12.2018, 10.1. und 24.1.2019) jeweils Do. 11:00 - 12:00 Uhr in I-063 statt.

  • Sommersemester 2018

    Bachelor Wirtschaftswissenschaft, PO 2017

    Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

    • HCF-Praxisseminar Finance (273001)

      Termine:Lehrpersonen:
      BlockveranstaltungProkopczuk, Würsig

      Inhalt:

      Hannover Center of Finance Praxisseminar in Kooperation mit Swiss Life.

      Bemerkungen:

      Mehr Informationen entnehmen Sie bitte der Webseite des Instituts für Finanzmarktheorie.

      Examiner: Prof. Dr. Prokopczuk

    • Derivatives (273005)

      Termine:Lehrpersonen:
      Do. 12:45 - 14:15 in I-342Prokopczuk

      Inhalt:

      • Introduction to derivatives
      • Forwards and futures
      • Swaps
      • Introduction to options
      • Options valuation
      • Hedging with derivatives
      • Selected topics

      Literatur:

      John C. Hull: Options, Futures and other Derivatives

    • Fixed Income Securities: Valuation and Risk Management (273008)

      Termine:Lehrpersonen:
      Do. 11:00 - 12:30 in I-342Prokopczuk

      Inhalt:

      Topics:

      • Introduction to Fixed Income Markets
      • Basic Fixed Income Securities
      • Basics of Interest Rate Risk Management
      • Refinements in Interest Rate Management
      • Interest Rate Derivatives
      • Term Structure Models
      • Interest Rates and the Macroeconomy
      • Mortgage Backed Securities

      Literatur:

      Pietro Veronesi: Fixed Income Securities, 2010, Wiley

      Bemerkungen:

      Students who have earned credits for the course "Financial Risk Management" in the summer semester 2015 cannot earn credits for this course since there is a substantial overlap of contents.

    • Exercise Fixed Income Securities: Valuation and Risk Management (273009)

      Termine:Lehrpersonen:
      Fr. 11:00 - 12:30 in I-342Würsig

      Inhalt:

      See lecture

    • Exercise Derivatives (273010)

      Termine:Lehrpersonen:
      Fr. 12:45 - 14:15 in I-342Würsig
    • Workshop: Trading Room Simulation (273011)

      Termine:Lehrpersonen:
      Mo. 09:15 - 10:45 (14-tägig) in II-214Prokopczuk, Tharann, Würsig

      Inhalt:

      This practice oriented workshop provides students with the experience of trading financial assets in real time. Using the software FTS (Financial Trading System), we will simulate financial markets in which students will trade with each other. The objective is to give students a hands-on experience on concepts such as price discovery, arbitrage trading, hedging, etc.

      Bemerkungen:

      This is an additional workshop targeted to students in the 6. Semester (PO 2017) or 8. Semester (PO 2012) who want to gain some practical experience in financial trading. No credit points can be earned but a participation certificate will be provided for students who attend regularly. The workshop will have 6-8 sessions and take place in the ITS pool. Prior registration is required. More information on the schedule and the registration process will be provided on the webpage of the Institute for Financial Markets (Prof. Prokopczuk) and stud.ip at the beginning of the summer semester.

    Bachelor Wirtschaftswissenschaft, PO 2012

    Bank- und Finanzwirtschaft / Finanzmärkte

    • Workshop: Trading Room Simulation (170509)

      Termine:Lehrpersonen:
      Mo. 09:15 - 10:45 (14-tägig) in II-214Prokopczuk, Tharann, Würsig

      Inhalt:

      This practice oriented workshop provides students with the experience of trading financial assets in real time. Using the software FTS (Financial Trading System), we will simulate financial markets in which students will trade with each other. The objective is to give students a hands-on experience on concepts such as price discovery, arbitrage trading, hedging, etc.

      Bemerkungen:

      This is an additional workshop targeted to students in the 6. Semester (PO 2017) or 8. Semester (PO 2012) who want to gain some practical experience in financial trading. No credit points can be earned but a participation certificate will be provided for students who attend regularly. The workshop will have 6-8 sessions and take place in the ITS pool. Prior registration is required. More information on the schedule and the registration process will be provided on the webpage of the Institute for Financial Markets (Prof. Prokopczuk) and stud.ip at the beginning of the summer semester.

    • Fixed Income Securities: Valuation and Risk Management (170511)

      Termine:Lehrpersonen:
      Do. 11:00 - 12:30 in I-342Prokopczuk

      Inhalt:

      Topics:

      • Introduction to Fixed Income Markets
      • Basic Fixed Income Securities
      • Basics of Interest Rate Risk Management
      • Refinements in Interest Rate Management
      • Interest Rate Derivatives
      • Term Structure Models
      • Interest Rates and the Macroeconomy
      • Mortgage Backed Securities

      Literatur:

      Pietro Veronesi: Fixed Income Securities, 2010, Wiley

      Bemerkungen:

      Students who have earned credits for the course "Financial Risk Management" in the summer semester 2015 cannot earn credits for this course since there is a substantial overlap of contents.

    • Exercise Fixed Income Securities: Valuation and Risk Management (170512)

      Termine:Lehrpersonen:
      Fr. 11:00 - 12:30 in I-342Würsig

      Inhalt:

      See lecture

    • Seminar Financial Markets (170537)

      Termine:Lehrpersonen:
      BlockveranstaltungProkopczuk, Tharann

      Inhalt:

      Students write a term paper (Seminararbeit) on different topics on financial markets and present their work in a final meeting which also includes group discussion.

      Literatur:

      Topic specific literature will be announced in the kick-off meeting.

    • Capital Market Theory (170565)

      Termine:Lehrpersonen:
      Mi. 12:45 - 14:15 in I-063Prokopczuk

      Inhalt:

      Topics:

      • Financial Markets
      • Choice under Uncertainty
      • Optimal Portfolio Choice
      • Capital Asset Pricing Model
      • Arbitrage Pricing Theory
      • Empirical Tests of Asset Pricing Models
      • Efficient Market Hypothesis

      Literatur:

      • Bodie/Kane/Marcus: Investments.
      • Copeland/Weston/Shastri: Financial Theory and Corporate Policy.
    • Exercise Capital Market Theory (170566)

      Termine:Lehrpersonen:
      Mo. 07:30 - 09:00 (14-tägig) in VII-002Tharann

      Inhalt:

      see lecture

    • Quantitative Risk Management (170571)

      Termine:Lehrpersonen:
      Di. 09:15 - 10:45 in I-063Hollstein

      Inhalt:

      The following is a tentative outline. The exact schedule may be subject to change.

      1. Introduction
      2. Value-at-Risk Models
      3. Volatility Modelling
      4. Multivariate Risk Models
      5. Integrated Risk Management
      6. Credit Risk
      7. Operational Risk
      8. Selected Topics in Risk Management

      Literatur:

      Literature:

      • Christoffersen, Peter F. (2012) "Elements of Financial Risk Management" 2nd edition, Academic Press
      • Hull, John C. (2009) "Risk Management and Financial Institutions", 2nd edition, Prentice Hall
      • Crouhy, Michel, Dan Galai, and Robert Mark (2000) "Risk Management", McGraw-HillFurther recommended reading:
      • Jorion, Philippe (2001) "Value-at-Risk - The new Benchmark for Managing Financial Risk", 2nd edition, McGraw-Hill, New York
      • Saunders, Anthony (1999) "Financial Institutions Management", 3rd edition, McGraw-Hill, New York
      • Lando, David (2004) "Credit Risk Modeling", Princeton University Press, Princeton.

      Bemerkungen:

      Students who have earned credits in the course "Financial Risk Management" in the summer term 2015 cannot take this course.

    • Exercise Quantitative Risk Management (170575)

      Termine:Lehrpersonen:
      Mi. 16:15 - 17:45 in I-063Hollstein

      Inhalt:

      Exercise sessions for the lecture Quantitative Risk Management. Exact dates of the sessions will be announced in the lecture.

    Geld und Internationale Finanzwirtschaft

    • Capital Market Theory (171665)

      Termine:Lehrpersonen:
      Mi. 12:45 - 14:15 in I-063Prokopczuk

      Inhalt:

      Topics:

      • Financial Markets
      • Choice under Uncertainty
      • Optimal Portfolio Choice
      • Capital Asset Pricing Model
      • Arbitrage Pricing Theory
      • Empirical Tests of Asset Pricing Models
      • Efficient Market Hypothesis

      Literatur:

      • Bodie/Kane/Marcus: Investments.
      • Copeland/Weston/Shastri: Financial Theory and Corporate Policy.
    • Exercise Capital Market Theory (171666)

      Termine:Lehrpersonen:
      Mo. 07:30 - 09:00 (14-tägig) in VII-002Tharann

      Inhalt:

      see lecture

    • Quantitative Risk Management (171671)

      Termine:Lehrpersonen:
      Di. 09:15 - 10:45 in I-063Hollstein

      Inhalt:

      The following is a tentative outline. The exact schedule may be subject to change.

      1. Introduction
      2. Value-at-Risk Models
      3. Volatility Modelling
      4. Multivariate Risk Models
      5. Integrated Risk Management
      6. Credit Risk
      7. Operational Risk
      8. Selected Topics in Risk Management

      Literatur:

      Literature:

      • Christoffersen, Peter F. (2012) "Elements of Financial Risk Management" 2nd edition, Academic Press
      • Hull, John C. (2009) "Risk Management and Financial Institutions", 2nd edition, Prentice Hall
      • Crouhy, Michel, Dan Galai, and Robert Mark (2000) "Risk Management", McGraw-HillFurther recommended reading:
      • Jorion, Philippe (2001) "Value-at-Risk - The new Benchmark for Managing Financial Risk", 2nd edition, McGraw-Hill, New York
      • Saunders, Anthony (1999) "Financial Institutions Management", 3rd edition, McGraw-Hill, New York
      • Lando, David (2004) "Credit Risk Modeling", Princeton University Press, Princeton.

      Bemerkungen:

      Students who have earned credits in the course "Financial Risk Management" in the summer term 2015 cannot take this course.

    • Exercise Quantitative Risk Management (171675)

      Termine:Lehrpersonen:
      Mi. 16:15 - 17:45 in I-063Hollstein

      Inhalt:

      Exercise sessions for the lecture Quantitative Risk Management. Exact dates of the sessions will be announced in the lecture.

    Master

    Finance

    • Masterkolloquium FMT (173396)

      Termine:Lehrpersonen:
      BlockveranstaltungProkopczuk

      Inhalt:

      Studierende stellen die Ergebnisse ihrer Masterarbeit dar.

    Doktorandenkolloquium

    • Doktorandenseminar Finance (70514)

      Termine:Lehrpersonen:
      Di. 12:45 - 14:15 in I-112Dierkes, Prokopczuk

      Inhalt:

      PhD students in finance present their research projects.

    Forschungsveranstaltungen

    • Finance Research Seminar (77782)

      Termine:Lehrpersonen:
      Mi. 14:30 - 16:00 in I-063Dierkes, Steffen Meyer, Parolya, Prokopczuk, Sibbertsen

      Inhalt:

      External guests present their latest research

    • Kolloquium Innovation und Lernen (77787)

      Termine:Lehrpersonen:
      BlockveranstaltungBlaufus, Dierkes, Gassebner, Grote, Haunschild, Hoppe-Wewetzer, Parolya, Prokopczuk, Ridder, Schnitzlein, Schöndube, Sibbertsen, Wagener, Weber, Wielenberg

      Inhalt:

      Im Kolloquium werden Forschungsprojekte im Rahmen des Forschungsschwerpunkts "Innovation und Lernen" vorgestellt.

      Bemerkungen:

      Die Veranstaltung findet an vier Terminen (10.4., 8.5., 5.6. und 3.7.2018) jeweils Di. 12:45 - 14:15 Uhr in I-063 statt.

  • Wintersemester 2017/2018

    Bachelor Wirtschaftswissenschaft, PO 2017

    Betriebswirtschaftslehre III

    • Übung zu Kapitalmarkttheorie (270167)

      Termine:Lehrpersonen:
      Di. 16:15 - 17:45 in VII-002 (Gruppe 1)D. Nguyen
      Mi. 12:45 - 14:15 in VII-002 (Gruppe 2)Tharann
      Fr. 14:30 - 16:00 in VII-002 (Gruppe 3)Würsig

      Inhalt:

      s. Vorlesung

      Literatur:

      s. Vorlesung

    • Kapitalmarkttheorie (270171)

      Termine:Lehrpersonen:
      Do. 12:45 - 14:15 in AudimaxHollstein

      Inhalt:

      • Einführung in Finanzmärkte
      • Einführung in Wertpapiere
      • Entscheidungen unter Unsicherheit
      • Portfolioselektion
      • Capital Asset Pricing Modell
      • Informationseffizienz
      • Einführung in Derivate

      Literatur:

      Bodie/Kane/Marcus: Investments (aktuelle Ausgabe)

    Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

    • Seminar Financial Markets (273001)

      Termine:Lehrpersonen:
      BlockveranstaltungD. Nguyen, Würsig

      Inhalt:

      Students write a term paper (Seminararbeit) on different topics on financial markets and present their work in a final meeting which also includes group discussion.

      Literatur:

      Topic specific literature will be announced in the kick-off meeting.

      Bemerkungen:

      More information will be provided on the webpage of the institute.

      Examiner: Prof. Dr. Prokopczuk

    Bachelor Wirtschaftswissenschaft, PO 2012

    Bank- und Finanzwirtschaft / Finanzmärkte

    • Seminar Financial Markets (170537)

      Termine:Lehrpersonen:
      BlockveranstaltungTharann, Würsig

      Inhalt:

      Students write a term paper (Seminararbeit) on different topics on financial markets and present their work in a final meeting which also includes group discussion.

      Literatur:

      Topic specific literature will be announced in the kick-off meeting.

      Bemerkungen:

      Please check the institute's webpage for detailed information.

    • Bachelorkolloquium FMT (170548)

      Termine:Lehrpersonen:
      BlockveranstaltungHollstein

      Inhalt:

      Studierende stellen die Ergebnisse ihrer Bachelorarbeit dar.

    Master

    Finance

    • Asset Pricing (173300)

      Termine:Lehrpersonen:
      Mi. 09:15 - 10:45 in I-342Hollstein

      Inhalt:

      • Overview of asset pricing topics, risk aversion and risk premium
      • Stochastic discount factor (SDF)
      • Mean-variance and beta pricing
      • Contingent claims and discount factors
      • Factor pricing
      • Empirical asset pricing methodologies

      Literatur:

      • John Cochrane: Asset Pricing, 2005
    • Exercise Asset Pricing (173301)

      Termine:Lehrpersonen:
      Do. 09:15 - 10:45 (14-tägig) in I-342Tharann

      Inhalt:

      Exercise sessions for the lecture Asset Pricing. Exact dates of the sessions will be announced in the lecture.

    • Seminar zu quantitativen Methoden (173350)

      Termine:Lehrpersonen:
      Blockveranstaltung (Gruppe 1)Claußen, Dierkes
      (Gruppe 2)Hollstein
      (Gruppe 3)Steffen Meyer
      (Gruppe 4)Breitner
      (Gruppe 5)Leschinski

      Inhalt:

      Students write a term paper (Seminararbeit) on different topics of finance and present their work in a final meeting which also includes group discussion.

      Literatur:

      Will be provided by the individual supervisors.

      Bemerkungen:

      The seminar is organized in 5 different groups with different focuses. Students have to select one of these:

      Group 1: Banking and Finance (Prof. Dierkes, IBF)

      Group 2: Quantitative Investment Management (Dr. Hollstein, FMT)

      Group 3: Empirical Finance (Prof. Meyer, GIF)

      Group 4: Computational Finance (Prof. Breitner/Jun.-Prof. v. Mettenheim, IWI)

      Group 5: Quantitative Methods in Finance (Dr. Leschinski, STAT)

      Information on the schedule, topics and application deadline will be provided on the webpages of the respective institutes (IBF/FMT/GIF/IWI/STAT).

    • Masterkolloquium FMT (173396)

      Termine:Lehrpersonen:
      BlockveranstaltungHollstein

      Inhalt:

      Studierende stellen die Ergebnisse ihrer Masterarbeit dar.

    Doktorandenkolloquium

    • Doktorandenseminar Finance (70514)

      Termine:Lehrpersonen:
      Di. 12:45 - 14:15 in I-112Dierkes, Prokopczuk

      Inhalt:

      PhD students in finance present their research projects.

    Forschungsveranstaltungen

    • Finance Research Seminar (77782)

      Termine:Lehrpersonen:
      Mi. 14:30 - 16:00 in I-063Dierkes, Steffen Meyer, Parolya, Prokopczuk, Sibbertsen

      Inhalt:

      External guests present their latest research

    • Kolloquium Innovation und Lernen (77787)

      Termine:Lehrpersonen:
      BlockveranstaltungBlaufus, Dierkes, Gassebner, Grote, Haunschild, Hoppe-Wewetzer, Parolya, Prokopczuk, Ridder, Schnitzlein, Schöndube, Sibbertsen, Wagener, Weber, Wielenberg

      Inhalt:

      Im Kolloquium werden Forschungsprojekte im Rahmen des Forschungsschwerpunkts "Innovation und Lernen" vorgestellt.

      Bemerkungen:

      Die Veranstaltung findet an ca. vier Terminen jeweils Do. 11:00 - 12:30 Uhr in I-063 statt.