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 only WiSe
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 the 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.
Prerequisites Financial Markets and Investments II: Advanced Derivatives (34006)
Supportive prerequisites Programming for Finance (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 (recommended)
Word processing software LaTeX (recommended)
Page count 25 (groups of 3), 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 Victoria Voigts
Group work and topic allocation
Group work Required
Group Size 2-3
Group allocation Based on prefernces of the students, allocation by the institute if the application in groups of less than 3 students
Topics Link
Topic allocation Based on preferences
Group and topic application PDF-Form
Application Wednesday, the 17.07.2019, 11:00 room I-044
Kick-Off-Meeting Monday, the 15.07.2019, 09:15 to 10:45 in room I-063
Topic assignment Thursday, the 18.07.2019
Binding registration Monday, the 22.07.2019 at 11:00 in room I-044
Start of processing With registration
Submission of seminar paper until Wednesday, 20.11.2019 at 11:00 in room I-044
Submission of presenation -
Presentations Mid december