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Technical University of Munich

Applied Capital Markets

Lecture Announcement

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)
Sabina Meder
Aleksey Min
Nummer 0000004993
Art Seminar
Umfang 2 SWS
Semester Wintersemester 2018/19
Unterrichtssprache Englisch
Stellung in Studienplänen Siehe TUMonline
Termine Siehe TUMonline

Termine

Teilnahmekriterien

Siehe TUMonline

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"

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