Lecture Winter Term 2018/2019

DAV Supplement 

 

Lecturer:

Alexander Lindner

Frank Bosserhoff


News:

Moodle


Type:

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


Time and venue:

11.01., 18.01. and 25.01.2019, 16:15-19:30 in H13

 

 

Exam:

 written, 25th February 2019.

Certificate: 

The DAV certificate can only be obtained in connection with passing Financial Mathematics I.

To sign up for the exam, please do the following:
  • If you want to obtain both the credit points for Financial Mathematics 1 and the DAV certificate, you can sign up for the supplement exam using the registration form in the DAV supplement Moodle course. Please note that you then also have register to for the Financial Mathematics 1 exam.
  • If you only want to obtain the DAV certificate, you can also register for the supplement exam on Moodle. Please note that in this case you will not receive a grade for the Financial Mathematics 1 part of the exam. You also need to bring a proof for passing the precourse ("Vorleistung"), e.g. a printout of the overview of your grades, with you for the exam.
Exercise Sheet:

 Moodle

 

 

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

Content:
 
  • Derivatives and Markets
  • Hedging Option
  • Hedging Futures
  • Applications of Swaps, Forward Swaps and Swaptions in Investment-Management
Literature:
  • Peter Albrecht; Raimond Maurer, Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
  • John C. Hull, Optionen, Futures und andere Derivate
  • John C. Hull, Options, Futures and Other Derivates
  • Philippe Jorion, Financial Risk Manager Handbook
Information:

Website of John C. Hull.

Moodle