Universität Wien
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040085 VK KFK CF/FI/FM: Advanced FM/FI: Options and Derivatives (2016S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 200 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

preliminary talk and beginning: 1. März 2016, 16.45, HS 9 am Oskar Morgenstern-Platz 1, 1. Stock

  • Tuesday 01.03. 16:45 - 20:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 08.03. 16:45 - 20:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 15.03. 16:45 - 20:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 05.04. 16:45 - 20:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 12.04. 16:45 - 20:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 19.04. 16:45 - 20:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock

Information

Aims, contents and method of the course

Topics of the courses:
1. Option basics
2. Black Scholes
3. Greeks
4. Trading
5. Delta Hedging
6. Put-Call Parity
7. Option trading strategies
The goal of this course is to provide basics in option pricing and application. This includes questions such as "From where does the Black Scholes formula come from?", "What are Greeks and how do I make use of them in trading?", " What is Delta Hedging and how does it work?", "What are option strategies"?
After attending this course students will be able to apply option trading strategies and understand the sensitivities of option pricing.

Assessment and permitted materials

The grade will be based on the final exam as well as presentations. A fraction can be also allocated to homework exercises and class participation.

Efficiency control: Oral and written
Allowed auxiliary means (e.g. pocket calculator, books): Pocket calculators
Methods of conveying the content: Frontal, Presentations, Electronically
Language of Instruction: English

Minimum requirements and assessment criteria

Attendance mandatory
Contribution of partial exams to the final grade: 50% presentations, 50% End test
Minimum requirements for the positive grade: 51%

Examination topics

Reading list

Association in the course directory

Last modified: Mo 07.09.2020 15:28