Teaching at the Institute of Financial Markets

In teaching, we teach basic knowledge in the field of financial market theory. Building on this, in the following semesters we focus on derivatives as well as on practical knowledge, such as programming in finance or portfolio management. In the further semesters we broaden the students' knowledge in the area of theoretical financial markets. We also offer seminars and theses on all topics.

COURSES OF STUDIES OF THE INSTITUTE

Bachelor
ENGINEERING AND BUSINESS ADMINISTRATION (6 SEMESTER)
Master
ECONOMICS AND MANAGEMENT (4 SEMESTER)
ENGINEERING AND BUSINESS ADMINISTRATION (4 SEMESTER)

OUR COURSES THIS SEMESTER

  • Summer term 2020

    Bachelor Wirtschaftswissenschaft, PO 2017

    Kompetenzbereiche Betriebs- und Volkswirtschaftslehre

    • Capital Market Theory II: Derivatives (273005)

      Termine:Lehrpersonen:
      Mo. 14:30 - 16:00 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. 14:30 - 16:00 (14-tägig) in I-342Lauter

      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-214Heumann, 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:
      BlockveranstaltungLauter, 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.

      Bemerkungen:

      Prüfer: Prof. Dr. Prokopczuk

      Link:

      Seminar-Steckbrief

    Bachelor Wirtschaftswissenschaft, PO 2012

    Bank- und Finanzwirtschaft / Finanzmärkte

    • Capital Market Theory II: Derivatives (170533)

      Termine:Lehrpersonen:
      Mo. 14:30 - 16:00 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. 14:30 - 16:00 (14-tägig) in I-342Lauter

      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. 14:30 - 16:00 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. 14:30 - 16:00 (14-tägig) in I-342Lauter

      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:
      BlockveranstaltungProkopczuk, Voigts

      Inhalt:

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

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

      Termine:Lehrpersonen:
      Mo. 11:00 - 12:30 in I-063Prokopczuk

      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:
      Mo. 16:15 - 17:45 in I-063Lauter

      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, Gnutzmann-Mkrtchyan, Haunschild, Prokopczuk, Ridder, Schnitzlein, Schöndube, Schröder, Sibbertsen, Weber, Wielenberg

      Inhalt:

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

All courses of the institute

FURTHER INFORMATION AND NOTES ON UNIVERSITY STUDIES