Courses

Lecture Winter Term 2012/2013

DAV Supplement

 

Lecturer:

Robert Stelzer

Zywilla Fechner


Type:

Additional course to  Financial Mathematics I to obtain  the DAV-certificate "Finanzmathematik und Investmentmanagement" (Financial Mathematics and investment management).


Time and venue:

The course take place 6.11, 8.11, 13.11, 15.11. 20.11, 22.11 and 27.11 in H14, 18:00 - 19:30


Certificate: 

DAV certificate in connection with passing Financial Mathematics

You are supposed to sign up on the list during either Exercises FiMa I on 22.01.2013 or during lecture on 24.01.2012 or 25.01.2012. If there is no your name on the list, please write an e-mail  to the exercise teacher. For more details see also the Opens internal link in current windowFinancial Mathematics 1 page


You can pick up the DAV-Certificate in HeHo 20, Room 1.67 (Mrs. M. Moritz).

Remark: 22-28.03. 2013 - the office is closed


 
Prerequisites:Financial Mathematics I (can be done simultaneously).

Content:
  • Hedging Option
  • Hedging Futures
  • Applications of Swaps, Forward Swaps and Swaptions in Investment-Management
  • Derivatives
Additional material:

Initiates file downloadExercise Sheet

Initiates file downloadForward vs. Future

Initiates file downloadExercise 1