Einschreibeoptionen

This course presents and analyses financial options, such as European options and American options. Students will learn how to price options using the binomial option pricing technique as well as the Black-Scholes option pricing formula. Risk-neutral probabilities will be introduced. This course also discusses risks related to commodity prices, exchange rates as well as interest rates, and studies how to manage/hedge such risks. The efficient portfolio choice problem and the Capital Asset Pricing Model will be recapped at the beginning of the course.

All lectures and tutorials will be recorded (live) and uploaded to LMUcast.

Lecture (Martin Reinke):

  • Tuesday, 4:00 -6:00 pm (c.t.), online via Zoom

Tutorial (Mareike Worch):

  • There will be 3 tutorials during the semester. The tutorials will replace a lecture in the specific week.
Questions can be either asked via Moodle or Email at kontakt.risk@bwl.lmu.de.

Selbsteinschreibung (Teilnehmer/in)