Options
Brief description
American options, payoff functions for European calls and puts, pay off diagrams of simple option strategies, binomial trees as a graphical representation of the underlying stochastic process, arbitrage free valuation of European call options on the binomial tree, stochastic differential equation and geometric Brownian motion, Black-Scholes formula, put-call parity, the Greeks, building delta neutral and gamma neutral positions, valuation of options on shares and dividends payment, on equity indices, on forwards, on interest rates, on bonds and swaps, types of exotic options
Mode of delivery
face to face
Type
compulsory
Recommended or required reading and other learning resources/tools
Arnd Wiedemann (2007): Financial Engineering-Bewertung von Finanzinstrumenten, Bankakdemie Verlag,
Frankfurt am Main, 4th edition
John Hull: (2005): Options, Futures und andere Derivate, Pearson, München, 6th edition
Planned learning activities and teaching methods
IIntegrated class (in 2 groups): lectures, discussion, practical examples and exercises in small groups
Assessment methods and criteria
Continuous assessment 30%
Written final examination 70%
Prerequisites and co-requisites
Financial Mathematics, Descriptive and Inferential Statistics, Fixed Income, Equity and Portfolio Selection
Infos
Degree programme
Banking and Finance (Bachelor)
Cycle
Bachelor
ECTS Credits
3.00
Language of instruction
German
Curriculum
Part-Time
Academic year
2023
Semester
3 WS
Incoming
Yes
Learning outcome
After the successful completion of this course the students will be able to explain the numerous types of options traded on financial markets as well as the main organizational and institutional features of options exchanges.
The students will have the know-how to describe the profit and loss profiles of simple options and will be able to apply basic principles and formulas for the valuation of simple options.
After the successful completion of the course the students will be able to interpret the relevant ratios and to manage a portfolio by means of options.
Course code
0229-19-01-BB-DE-28