Lehrende: Dr. Markus Kreher; Dipl. Kfm. Ralph Schilling
Veranstaltungsart: Seminar
Orga-Einheit: Corporate Management & Economics
Anzeige im Stundenplan: Derivate
Semesterwochenstunden: 3
Credits: 5,0
Standort: Campus der Zeppelin Universität
Unterrichtssprache: Englisch
Min. | Max. Teilnehmerzahl: 10 | 35
Prioritätsschema: Standard-Priorisierung
Inhalte: The course has a focus on the following contents: Understanding the basic types of financial derivatives Forwards / Futures (OTC traded vs. exchange traded derivatives) Swaps (foreign exchange; interest rate swaps; cross currency interest rate swaps) Options (plain vanilla and simple exotic options) Understanding the intended purpose on financial derivative trading Risk management and hedging strategies Investment strategies Understanding the major impacts on financial statements General accounting rules for derivatives according to IFRS Basic hedge accounting strategies according to IFRS Understanding the basic principles of derivative pricing No abitrage theory Foward / Future and Swap pricing Option pricing (Black Scholes formula and binomial tree)
Lernziele: After completion of this course students: should be able to explain the basic types of financial derivatives should know how financial derivatives can be used for risk management purposes and investment strategies should know how financial derivatives can impact financial statements should be able to price financial derivatives by using basic valuation methods
Weitere Informationen zu den Prüfungsleistungen: Time for the exam: 90 minutes Maximum points: 90 Tools: non-programmable calculator Exam consists of multiple choice, calculation and essay questions.
Literatur: No mandatory literature is required for this course. All contents will be included in the lecture notes. Additional information can be looked up in "John C. Hull: Options, Futures, and Other Derivatives" 2014
