Applied Capital Markets
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) |
|
|---|---|
| Nummer | 0000004993 |
| Art | Seminar |
| Umfang | 2 SWS |
| Semester | Wintersemester 2018/19 |
| Unterrichtssprache | Englisch |
| Stellung in Studienplänen | Siehe TUMonline |
| Termine | Siehe TUMonline |
Termine
- 26.10.2018 09:00-18:00 BC1 2.02.01, Seminarraum
- 09.11.2018 09:00-18:00 BC1 2.02.01, Seminarraum, Talks will start at 8:00
- 30.11.2018 09:00-18:00 BC1 2.02.01, Seminarraum
- 14.12.2018 08:45-11:00 BC1 2.02.01, Seminarraum, TUM-Exam
- 21.12.2018 08:30-13:00 BC1 2.02.03, Handelsraum, Eurex-Prüfung
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"