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Financial Derivatives

Course code
FIN617
Course type
MSc Course
Weekly Hours
2,5
ECTS
5
Term
FS 2021
Language
Englisch
Lecturers
Prof. Dr. Mei Wang
Please note that exchange students obtain a higher number of credits in the BSc-program at WHU than listed here. For further information please contact directly the International Relations Office.
We discuss important topics in financial derivatives, including option pricing, greet letters, volatility smiles, credit derivatives, real options, etc.
Date Time
Thursday, 11.03.2021 09:45 - 13:00
Wednesday, 17.03.2021 17:15 - 20:30
Wednesday, 24.03.2021 17:15 - 20:30
Tuesday, 30.03.2021 15:30 - 18:45
Tuesday, 06.04.2021 09:45 - 13:00
Tuesday, 13.04.2021 15:30 - 18:45
Thursday, 22.04.2021 09:45 - 13:00
Friday, 23.04.2021 15:30 - 18:45
Friday, 30.04.2021 10:00 - 11:30
Hull, John. Options, Futures, and Other Derivatives 10th Edition, 2018
lectures, exercises, project work, self-study
50% written examinations
50% presenations
There are no formal prerequisites. Some basic knowledge in finance and investments, as well as in asset management is assumed.
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