Financial Derivatives
Course code
FIN617
Course type
MSc Course
Weekly Hours
2,5
ECTS
5
Term
FS 2020
Language
Englisch
Lecturers
Prof. Dr. Mei Wang
Please note that exchange students obtain a higher number of credits in the BSc-program at WHU than listed here. For further information please contact directly the International Relations Office.
Course content
We discuss important topics in financial derivatives, including option pricing, greet letters, volatility smiles, credit derivatives, real options, etc.
Class dates
| Date | Time |
|---|---|
| Thursday, 05.03.2020 | 15:30 - 18:45 |
| Monday, 09.03.2020 | 15:30 - 18:45 |
| Wednesday, 18.03.2020 | 17:15 - 20:30 |
| Tuesday, 24.03.2020 | 15:30 - 18:45 |
| Thursday, 02.04.2020 | 09:45 - 13:00 |
| Tuesday, 07.04.2020 | 15:30 - 18:45 |
| Wednesday, 15.04.2020 | 15:30 - 17:00 |
| Thursday, 16.04.2020 | 11:30 - 15:15 |
| Friday, 24.04.2020 | 13:45 - 15:15 |
Literature
Hull, John. Options, Futures, and Other Derivatives 10th Edition, 2018
Learningmethods
lectures, exercises, project work, self-study
Exam
50% written examinations
50% presenations
50% presenations
Requirements
There are no formal prerequisites. Some basic knowledge in finance and investments, as well as in asset management is assumed.
Total workload
150