| Date |
Topics |
|
02.10.2015
|
Topics:
- Introduction
- Financial Systems
|
|
09.10.2017
|
Topics:
- Financial Systems
- Information Provision
- Corporate Governance
- Financial Decisions and the Theory of Choice
- Intertemporal Transfer of Funds, Present Value and Future Value
- Axioms of Choice
|
|
16.10.2017
|
Topics:
- Financial Decisions and the Theory of Choice
- Axiom of Decreasing Marginal Utility
- Optimal Consumption/Investement Decision
|
|
23.10.2017
|
Topics:
- Fisher Separation and Net Present Value Rule
- Example 1
Answer the questions of Example 1 on slide III.30
|
|
30.10.2017
|
Topics:
Answer the questions of Example 2 on slide III.41/43
|
|
06.11.2017
|
Topics:
- Some Cornerstones and Key Ideas of Modern Finance
- Efficient Market Hypothesis:
Random Walk Model
|
|
13.11.2017
|
Topics:
- Efficient Market Hypothesis:
way towards the EMH, three forms of EMH, empirical facts
|
|
20.11.2017
|
Topics:
- Efficient Market Hypothesis:
Empirical Facts, Behavioral Finance
The case of LTCM, leverage effect
- The Law of One Price and No-Arbitrage Pricing
|
|
27.11.2017
|
Topics:
- No-Arbitrage Pricing:
M&M Irrelevance Theorem on Capital Structure, Derivative Pricing
|
|
04.12.2017
|
Topics:
- Derivative Pricing (cont)
- Term Structure of Interest Rates, Forward Rates
|
|
11.12.2017
|
Topics:
- Expectations Theory for the Term Structure, Yield to Maturity of a Bond
- Bond Price Volatility (Duration, Convexity)
|
|
18.12.2017
|
Christmas holidays
|
|
25.12.2017
|
Christmas holidays
|
|
01.01.2018
|
Christmas holidays
|
|
08.01.2018
|
Topics:
- Immunization of a portfolio of bonds
- Optimal Portfolio Selection and Risk Diversification: Mean-Variance Approach
|
|
15.01.2018
|
Topics:
- Optimal Portfolio Selection and Risk Diversification: Mean-Variance Approach
|
|
22.01.2018
|
Topics:
- Duration: example
- Portfolio Selection: numerical examples
|
|
Do not forget to register for the exam!
Registration for the lecture does not include registration for the exam.
Check after registration that your status is "vorgemerkt" / "Pregistered".
The final registration is made after the end of the registration period.
Students registered for a master program of another faculty please contact me if you are not registered after the end of the registration period
such that we can register you for the exam.
Bachelor students are not allowed to take the exam.
Students not being registered are not allowed to take the exam.
|
Tue, 30.01.2018
12.30-14.30
|
HS 6: 1st Examination date -> information at u:find
|
Mon, 26.02.2018
16.45-18.45
|
HS 6: 2nd Examination date -> information at u:find
|
Mon, 30.04.2018
16.45-18.45
|
HS 6: 3rd Examination date -> information at u:find
|
Mon, 25.06.2018
16.45-18.45
|
HS 6: 4th Examination date -> information at u:find
|
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