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Event
Bond Markets - Models & Derivatives [WS232530565]
Organisation
- Financial Engineering und Derivate
Part of
- Brick Bond Markets - Models & Derivatives | Industrial Engineering and Management (M.Sc.)
- Brick Bond Markets - Models & Derivatives | Economics Engineering (M.Sc.)
- Brick Bond Markets - Models & Derivatives | Digital Economics (M.Sc.)
- Brick Bond Markets - Models & Derivatives | Information Systems (M.Sc.)
- Brick Bond Markets - Models & Derivatives | Information Engineering and Management (M.Sc.)
- Brick Bond Markets - Models & Derivatives | Economathematics (M.Sc.)
Note
- Competence Certificate: The assessment of success consists in equal parts of a written thesis and an oral exam (according to §4(2), 3 SPO) including a discussion of one's own work. The main examination is offered once a year, re-examinations every semester.
- Competence Goal: Students deepen their knowledge of national and international bond markets. They are able to apply the knowledge they have gained about traded instruments and common valuation models for pricing derivative financial instruments.
- Prerequisites:
- Content: The lecture "Bond Markets – Models & Derivatives" deepens the content of the lecture "Bond Markets". The modelling of the dynamics of yield curves and the management of credit risks forms the theoretical foundation for the valuation of interest rate and credit derivatives to be discussed. In this course, students deal intensively with selected topics and acquire the relevant knowledge on their own.
- Recommendation: Knowledge of "Bond Markets" and "Derivatives" courses is very helpful.
- Workload: The total workload for this course is approximately 90 hours (3.0 credits).