|Person responsible:||Prof. Dr. Christian Koziol|
Prof. Dr. Christian Koziol and Martin Kipp, M.Sc.
|Course type and number of hours:||2 hours lecture + 2 hours practice course|
|ECTS credits:||9 ECTS|
|Type of exam:||Assignment|
|Time and place:|| |
Lecture: Monday, 2:15 PM – 3:45 PM, H102 Lothar-Meyer-Bau
Practice course: Monday, 4:15 PM – 5:45 PM, H102 Lothar-Meyer-Bau
During this course students will obtain an in-depth knowledge in derivatives pricing by using continuous-time concepts of modern finance theory as well as their application to equity and other securities. Having completed this course, students will be able to approach the literature in this field successfully and apply continuous-time techniques for arbitrary derivatives pricing challenges.