040085 KU Options and Derivatives (MA) (2019S)
- Registration is open from Mo 11.02.2019 09:00 to We 20.02.2019 12:00
- Registration is open from Tu 26.02.2019 09:00 to We 27.02.2019 12:00
- Deregistration possible until Th 14.03.2019 23:59
Classes (iCal) - next class is marked with N
Aims, contents and method of the course
Assessment and permitted materials
1) The trading, tracking and application of different option strategies to different market environments, as well as the calculation of aggregated Profits and Losses, and
2) The dynamic hedging and adjusting of positions over a certain amount of time.• Moodle: A course website will be available on moodle via the following link: moodle.univie.ac.at/. Please refer to this website to access additional course materials.• Laptop: All students will be required to use a laptop for calculation of option strategy performances as well as the tracking of hedged positions. Throughout the semester the software will be used both in class to demonstrate concepts and outside of class to complete assignments.• Interactive Brokers Demo Account Access: All students will get an IB demo account access where they can conduct trades and keep track of their options strategies and hedging positions.
Minimum requirements and assessment criteria
The final grade for this course will be based on your performance on the presentation, the final exam, class participation, IB usage, as well as homework, and attendance. Exams will be based on lectures, the text, and homework assignments. You need to reach at least 60% in order to pass the course.
Percentage weights and tentative dates are detailed below:Graded Work Percentage Weight Tentative Date
Participation 10% ongoing
Presentation 30% 13.06.2019
Final Exam 60% 19.06.2019