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040085 KU Options and Derivatives (MA) (2018S)
Continuous assessment of course work
Labels
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).
- Registration is open from We 14.02.2018 09:00 to We 21.02.2018 12:00
- Deregistration possible until We 14.03.2018 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Thursday 24.05. 13:15 - 14:45 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 28.05. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 29.05. 11:30 - 13:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 29.05. 15:00 - 16:30 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 30.05. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 05.06. 11:30 - 13:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 05.06. 15:00 - 16:30 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 07.06. 13:15 - 17:00 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 11.06. 11:30 - 13:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 11.06. 15:00 - 16:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 12.06. 11:30 - 13:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 12.06. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 14.06. 13:15 - 14:45 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 21.06. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Information
Aims, contents and method of the course
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
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: 30% presentations, 70% End test
Minimum requirements for the positive grade: 51%
Contribution of partial exams to the final grade: 30% presentations, 70% End test
Minimum requirements for the positive grade: 51%
Examination topics
Reading list
John C. Hull, Options, Futures, and other Derivatives, 8th editionLiteratur: http://workofark.com/pdf/options.PDF
Association in the course directory
Last modified: Mo 07.09.2020 15:28
1. Introduction to Options
2. The Call option
3. The Put option
4. Trading of options
5. Put/Call Parity
6. Implied Volatility
7. Option strategies
8. Pricing of Call options
9. Pricing of Put options
10. Greeks
11. Delta-Hedging
12. Gamma-Hedging
13. Margin
14. Futures
15. Futures-Hedging
16. Futures Live-Trading
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.