Applied Capital Markets

Lecturer: Sabina Meder and PD Dr. Aleksey Min

Since the seminar MA8020 (Basics in Equity and Option Trading) could not take place in the summer term, it is not a prerequisite for the course this term.

All talks will be given online via ZOOM. The zoom-link is available in the Moodle-course.

12.11.2020 from 15:00 to 19:00 – Introduction to EUREX

19.11.2020 from 14:00 to 18:00 – Talks on EUREX-Trading, Part I

04.12.2020 from 9:00 to 13:00 – Talks on EUREX-Trading, Part II

tba   – TUM-Exam for interdisciplinary competences (subject to discussion)

Applied Capital Markets [MA8029]

Vortragende/r (Mitwirkende/r)
  • Sabina Meder
  • Aleksey Min
Nummer0000005648
ArtSeminar
Umfang2 SWS
SemesterWintersemester 2020/21
UnterrichtsspracheEnglisch
Stellung in StudienplänenSiehe TUMonline
TermineSiehe TUMonline

Termine

Teilnahmekriterien

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