Institut für Risikomanagement und Versicherung
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Risk Management

Prof. Dr. Richard Peter; Sophie Roth

 

This course presents and analyses financial options, such as American options and European options. Students will learn how to valuate options using the binomial option pricing technique as well as the Black-Scholes option pricing formula. Risk-neutral probabilities will be introduced. This course also discusses insurance, risks related to commodity prices, exchange rates as well as interest rates, and studies how to manage/hedge such risks. The efficient portfolio choice and the Capital Asset Pricing Model will be recapped at the beginning of the course.

The main textbook for the course is Berk/DeMarzo: “Corporate Finance”, 2nd ed., 2011.

Organizational Issues


General

  • There is no application needed.
  • Please find further information in the syllabus.

Language

  • English

Schedule

DateTimeContentLocation
April 14th 4pm - 6pm Introduction and Recap 1 HGB B 101
April 21st 4pm - 6pm Introduction and Recap 2 HGB B 101
April 28th 4pm - 6pm Financial Options 1 HGB B 101
May 5th 4pm - 6pm Tutorial 1 HGB B 101
May 12th 4pm - 6pm Financial Options 2 HGB B 101
May 19th 4pm - 6pm Option Valuation 1 HGB B 101
May 26th 4pm - 6pm No lecture -
June 2nd 4pm - 6pm Option Valuation 2 HGB B 101
June 9th 4pm - 6pm Tutorial 2 HGB B 101
June 16th 4pm - 6pm Insurance and Hedging 1 HGB B 101
June 23rd 4pm - 6pm Insurance and Hedging 2 HGB B 101
June 30th 4pm - 6pm Tutorial 3 HGB B 101
July 7th 4pm - 6pm Q&A HGB B 101

Examination

  • To take the exam, registration via the LSF is necessary. The exam will take place on Friday, July 24th, 15.30 -16.30, room to be determined and announced by the ISC.
  • 3 ECTS in Modul BWL VII (ABWL)

Exam Review

  • Time and Location: August 7, 2015, Schackstrasse 4, Room 307
  • Please use the registration form (link will be provided soon) to register for the exam review.Please register no later than August 5, 2015 at noon.
Time                      Group (last name)
2.00-2.30 pm A-E
2.30-3.00 pm F-I
3.00-3.30 pm J-L
3.30-4.00 pm M-P
4.00-4.30 pm R-S
4.30-5.00 pm T-Z