| Overview |
- Introduction to arbitrage theory under certainty
- Portfolio management (bonds and stocks)
- Asset pricing (CAPM, options)
- Hedging
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| Content |
Syllabus |
| Lecture Material |
Download page |
| Sample of old exams |
Download page |
| Examination |
- 60 minutes written exam at the end of the semester
- Admissible auxiliary: non-programmable pocket calculator
- Structure of the exam
- 20 minutes verbal questions, 40 minutes computationale tasks
- Computational tasks are taken from the Exercises, verbal questions from the Questions and Answers
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| Room and Time Slot |
- Summer semester
- Lecture
- Monday, 8:15-09:45
- Pilgrimstein 12, 305 (Seminargebäude B | 07)
- Tutorial
- Wednesday, 16:15-17:45
- Pilgrimstein 12, 305 (Seminargebäude B | 07)
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