Applied Capital Markets

Seminar Schedule

26.10.2018 – Introduction to EUREX

09.11.2018 – Talks on EUREX-Trading, Part I

30.11.2018 – Talks on EUREX-Trading, Part II

14.12.2018 – TUM-Exam for interdisciplinary competences

21.12.2018 – EUREX-Exam (subject to discussion with students and EUREX)

18.01.2019 – Alternative date for EUREX-Exam (subject to discussion with students and EUREX)

Applied Capital Markets [MA8029]

Vortragende/r (Mitwirkende/r)
Nummer0000004993
ArtSeminar
Umfang2 SWS
SemesterWintersemester 2018/19
UnterrichtsspracheEnglisch
Stellung in StudienplänenSiehe TUMonline
TermineSiehe TUMonline

Termine

Teilnahmekriterien & Anmeldung

Lernziele

Students are able to state the defining conventions and evaluate futures and options on stocks, stock market indices, synthetic government bonds and short-term interest rates. They can use these instruments to design more complex trading strategies (e.g. butterflies) and to apply them for portfolio hedging and market risk tracking. Furthermore, they can reproduce the Eurex Exchange Rules concerning trading, clearing and the Eurex market model.

Beschreibung

This seminar provides insight into the basic derivatives in financial markets. It treats the design and valuation of futures and options on stocks, stock market indices, synthetic government bonds and short-term interest rates as well as the application to portfolio hedging problems. Furthermore, it provides an introduction into rules and regulation on exchanges by refering to the Eurex Exchange Rules.

Inhaltliche Voraussetzungen

MA8020 (Basics in Equity and Option Trading)

Empfohlene Literatur

Eurex Trader Examination Tutorial Handbook Eurex Products Brochure Eurex System Training Trading Eurex Exchange Rules Hull, J.: Options, Futures and Other Derivatives"

Links