back to search

Derivatives

WI000232Master's Modules6 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
No dates in the current semester yet
There are no course dates for this module this semester yet. They usually get added during the semester.
Show past dates

ExerciseDerivatives (WI000232, englisch): Übung2 groups to choose from

  • AFri13:15–14:45Theresianum, 0602, Hörsaal ansteigend, ohne exp. B (0506.EG.602)once on 29.05.
  • BWed11:30–13:00Theresianum, 0602, Hörsaal ansteigend, ohne exp. B (0506.EG.602)
    11× · 22.04.–15.07.
    • 22.04.
    • 06.05.
    • 13.05.
    • 27.05.
    • 03.06.
    • 10.06.
    • 17.06.
    • 24.06.
    • 01.07.
    • 08.07.
    • 15.07.

LectureDerivatives (WI000232, englisch)

  • Tue16:45–18:152750, Karl Max von Bauernfeind Hörsaal (0507.03.750)
    13× · 14.04.–14.07.
    • 14.04.
    • 21.04.
    • 28.04.
    • 05.05.
    • 12.05.
    • 19.05.
    • 02.06.
    • 09.06.
    • 16.06.
    • 23.06.
    • 30.06.
    • 07.07.
    • 14.07.

From an earlier semester, for reference only.

Show TUMonline data
Sprache
Englisch
Turnus
Sommersemester
Modulniveau
Master
Moduldauer
Einsemestrig
Gesamtstunden
90
Präsenzstunden
30
Eigenstudiumstunden
60
Organisationsname
Lehrstuhl für Finanzmanagement und Kapitalmärkte (Prof. Kaserer)

Courses

  • Derivatives
  • Derivatives
  • Derivatives
  • Übung Derivatives

Official page in TUMonline · Details are not binding.