Finance

WS 2025/26

Information

Exam:	The first exam will take place on February 12th, from 8 to 11 AM.
Lecture:	Thu. 8-10 AM at M6 Fri. 8-10 AM at M6
Lecturere:	Prof. Dr. Steffen Dereich
Assistance:	Frederick Altrock David Steigenberger
KommVV:	Lecture in QISPOS Exercise class in QISPOS
Content:	Valuation of derivatives in time discrete financial markets, arbitrage theory.
Literature:	H. Föllmer, A. Schied: Stochastic Finance: An Introduction in Discrete Time; de Gruyter, 2.Auflage, 2004.
Learnweb:	Please enroll in the learnweb course.
Admission to exam:	The licence for the exam can be achieved by 50% of the achievable number of points in the exercises. The grade of this exam will be the grade of the module.
Exercise class:	Thu 12-14 PM at SRZ 203