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Derivatives

WI000232Specialization in Management6 ECTSEnglishsummer semesterLehrstuhl für Finanzmanagement und Kapitalmärkte (Prof. Kaserer)
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

You learn how standardized financial derivatives (forwards, futures, swaps, options) work and how to practically apply them. In the end you will be able to assess payoff and profit profiles as well as risk characteristics, value derivatives, develop arbitrage and hedging strategies, analyze and construct swaps.

What you will be able to do

  • Understand standardized derivatives (forwards, futures, swaps, options)
  • Recognize payoff and profit profiles
  • Assess risk characteristics and trading strategies
  • Calculate fair prices for derivatives
  • Develop arbitrage strategies for price discrepancies
  • Analyze, value and construct swaps
  • Apply derivatives for hedging
  • Identify practical applications through guest lectures from the financial industry

What the module consists of

  • VorlesungProvision of basic knowledge, theory and practical examples
  • Integrierte ÜbungenApplication of theory to concrete problems
  • GastvorträgeInsights into practice from companies in the financial industry

Teaching method

  • VorlesungIntroduction to theoretical concepts and practical examples
  • Diskussionen/aktive TeilnahmeDeepening understanding through controversial discussion
  • ÜbungenApplication of theoretical knowledge to concrete cases
  • GastvorträgePractical relevance and application scenarios from industry
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