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Applied Capital Markets

MA8029Academic Achievements2 ECTSEnglishwinter semesterEhemalige Fakultät für Mathematik
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

You get a practice-oriented introduction to fundamental derivatives of the capital market. You will learn the design and evaluation of futures and options on stocks, stock indices, synthetic government bonds and money market rates, as well as their use for hedging portfolios and determining beta. In addition, you will receive an introduction to rules and regulations at exchanges using Eurex Exchange Rules as an example.

What you will be able to do

  • State conventions and definitions of futures and options
  • Carry out the valuation of futures and options on stocks, indices, synthetic government bonds and short-term interest rates
  • Design and evaluate more complex trading strategies (e.g., butterflies)
  • Apply derivative instruments for portfolio hedging and for determining beta
  • Reproduce Eurex Exchange Rules on trading, clearing and market model

What the module consists of

  • LectureDelivery of the academic content
  • Self-study / assignmentsApplication and deepening of the lecture material

Teaching method

  • LectureIntroduction of theory and instruments
  • Self-study assignmentsDeepening and practical application of what is learned
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