Applied Capital Markets [MA8029] (Seminar)

Ziel (erwartete Lernergebnisse und erworbene Kompetenzen)

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.

 

Inhalt

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)