ABWL Risk Management SoSe 2021

This course presents and analyses financial options, such as European options and American options. Students will learn how to price options using the binomial option pricing technique as well as the Black-Scholes option pricing formula. Risk-neutral probabilities will be introduced. This course also discusses risks related to commodity prices, exchange rates as well as interest rates, and studies how to manage/hedge such risks. The efficient portfolio choice problem and the Capital Asset Pricing Model will be recapped at the beginning of the course.

All lectures and tutorials are recorded and uploaded to LMUcast. You can access the course material here.

Questions can be either asked via Moodle or Email at kontakt.risk@bwl.lmu.de.

ABWL Risk Management WiSe 2020/21

This course presents and analyses financial options, such as European options and American options. Students will learn how to price options using the binomial option pricing technique as well as the Black-Scholes option pricing formula. Risk-neutral probabilities will be introduced. This course also discusses risks related to commodity prices, exchange rates as well as interest rates, and studies how to manage/hedge such risks. The efficient portfolio choice problem and the Capital Asset Pricing Model will be recapped at the beginning of the course.

All lectures and tutorials will be recorded (live) and uploaded to LMUcast.

Lecture (Martin Reinke):

  • Tuesday, 4:00 -6:00 pm (c.t.), online via Zoom

Tutorial (Mareike Worch):

  • There will be 3 tutorials during the semester. The tutorials will replace a lecture in the specific week.
Questions can be either asked via Moodle or Email at kontakt.risk@bwl.lmu.de.

Advanced Risk Management WiSe 24/25

Advanced Topics in Derivatives WT 2024/25

Lecturer: Prof. Dr. Lorenz Schneider (schneider@em-lyon.com)

Language: English

Credits: The examination consists of a written and an oral component, 6 ECTS

Cycle: Every two semesters (every winter term)

Typical class size: 20 students

Examination: 

Written exam: 21.11.2024, 18:00 – 21:00, Geschwister-Scholl-Platz 1, Room: A022

Oral exam: 28.11.2024 via Zoom

Schedule

• 21 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023
• 22 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023
• 23 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023
• 24 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023
• 28 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023
• 29 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023
• 30 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023
• 31 Oct 2024, 14-18 c.t., Room III: Ludwigstr. 28, RB, 1st floor, Room 023


Commercial Banking WiSe 2019/20

The course „Commercial Banking“ provides students with an overview about the German and international banking sector, the corresponding institutional design as well as fundamental theoretical approaches and related empirical evidence. Core questions are: What is special about banks? Why and how should banks be regulated? How can banks measure and manage (credit) risk?

Lecture (Prof. Elsas):

  1. 27.11.2019, 14:00-20:00, Luisenstr. 37 (C) - C 006
  2. 05.12.2019, 14:00-20:00, Geschw.-Scholl-Pl. 1 (M) M014
  3. 11.12.2019, 14:00-20:00, Luisenstr. 37 (C) - C 006
  4. 19.12.2019, 14:00-20:00, Geschw.-Scholl-Pl. 1 (B) B006
Tutorial (Valentin Luz):

  1. 06.12.19, 14:00-20:00, Prof.-Huber-Pl. 2 (W), Lehrturm W 101
  2. 20.12.19, 14:00-20:00, Prof.-Huber-Pl. 2 (W), Lehrturm W 101
  3. 10.01.20, 08:00-14:00, Geschw.-Scholl-Pl. 1 (A) A 120
  4. 17.01.20, 08:00-14:00, Geschw.-Scholl-Pl. 1 (A) A 120

Examination:

Students will take a 120-minutes written examination on February 13, 2020, 18:00 - 20:00,  in B 101, Geschwister-Scholl-Platz 1.

Commercial Banking WiSe 2024/25

The course „Commercial Banking“ provides students with an overview about the German and international banking sector, the corresponding institutional design as well as fundamental theoretical approaches and related empirical evidence. Core questions are: What is special about banks? Why and how should banks be regulated? How can banks measure and manage (credit) risk?

Examination:
Students will take a 120-minutes written examination on January 21, 2025, 17:00 - 19:00

The Moodle password can be found on the LSF page of the Commercial Banking Lecture (Vorlesung).



Data Science in Finance/ Applied Finance WiSe 2021/22

Lecturers: Prof. Ralf Elsas (elsas@lmu.de)
                  Valentin Luz (luz@lmu.de)
                  Mareike Worch (worch@lmu.de)

Language: English

Credits: The grade is based on an entrance exam and a presentation, 6 ECTS

Typical Class Size: 20 participants

Presentation: 

tba

Date & Time:

  1. 11.11.2021, 14:00 - 20:00 Uhr
  2. 18.11.2021, 14:00 - 20:00 Uhr
  3. 25.11.2021, 14:00 - 20:00 Uhr
  4. 09.12.2021, 14:00 - 20:00 Uhr



Derivatives ST 2024

Lecture (Prof. Dr. Ralf Elsas)

DateTimeContentLocation
08.05.202412:00 - 18:00    
Options

Edmund-Rumpler-Str. 9, A 023

16.05.202412:00 - 18:00  Valuation Methodologies

Edmund-Rumpler-Str. 9, A 012

23.05.202412:00 - 18:00  Interest Rate Derivatives

Edmund-Rumpler-Str. 9, A 012

Tutorial (Mareike Worch):

DateTimeContentLocation
14.05.2024  
14:00-20:00Introduction /
Basic Concepts & Instruments		Room III, Ludwigstr. 28, RG, EG 023
21.05.202414:00-20:00OptionsRoom III, Ludwigstr. 28, RG, EG 023
28.05.202414:00-20:00Valuation MethodologiesRoom III, Ludwigstr. 28, RG, EG 023
04.06.2024
14:00-20:00Mock Exam /
Interest Rate Derivatives
Room III, Ludwigstr. 28, RG, EG 023



Topics:

  1. Basic Concepts and Instrument
  2. Options
  3. Valuation Methodologies
  4. Interest Rate Derivatives

Hauptseminar WT 2024/25

Lecturer: Valentin Luz

Language: English

Credits: 6 ECTS

Cycle: Every semester

Topic:

Trading for Success – Backtesting of Trading Strategies


Investition und Finanzierung SoSe 2020

Die Studierenden sollen ein Grundverständnis in den Bereichen Investitionsentscheidungen von Unternehmen, Finanzierungsentscheidungen von Unternehmen sowie Kapitalmärkte erlangen. Sie sollen die wichtigsten Fragestellungen, Methoden und Theorien im Bereich Corporate Finance und Kapitalmärkte kennenlernen, einordnen und sie auch anwenden können. Die Vorlesung soll einen Überblick geben und Interesse an diesem Themengebiet wecken.

Studentische Tutorien:

  • Wöchentlich Mittwochs: 14:00-16:00 Uhr (online)

Wir stellen Ihnen detaillierte Aufgabenblätter und Vorlesungsunterlagen auf Moodle bereit. Fragen zu den Aufgaben können einerseits über die Moodle-Plattform, bei Bedarf aber auch via Email an kontakt.iuf@bwl.lmu.de gestellt werden.


Hier finden Sie alle Kursunterlagen sowie Links um den Onlinetutorien beizutreten.

Investition und Finanzierung WiSe 2024/25

Die Studierenden sollen ein Grundverständnis in den Bereichen Investitionsentscheidungen von Unternehmen, Finanzierungsentscheidungen von Unternehmen sowie Kapitalmärkte erlangen. Sie sollen die wichtigsten Fragestellungen, Methoden und Theorien im Bereich Corporate Finance und Kapitalmärkte kennenlernen, einordnen und sie auch anwenden können. Die Vorlesung soll einen Überblick geben und Interesse an diesem Themengebiet wecken.

Vorlesung (Prof. Elsas):

  • Dienstags von 12:00 bis 14:00 Uhr (c.t.) im Audimax

Zusatzübung (Eva Reuthlinger):

  • 4 Zusatzübungen, jeweils donnerstags von 18:00 bis 20:00 Uhr (c.t.) im Audimax
    • Zusatzübung 1: 05.12.2024
    • Zusatzübung 2: 23.01.2025
    • Zusatzübung 3: 30.01.2025
    • Zusatzübung 4: 06.02.2025

Wöchentliche Tutorien (studentische Tutoren):

  • Tutorium 1: montags, 10-12 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 2: montags, 12-14 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 3: montags, 14-16 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 4: montags, 16-18 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 5: dienstags, 10-12 Uhr (c.t.) in E006, Geschw.-Scholl-Pl. 1
  • Tutorium 6: dienstags, 14-16 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 7: dienstags, 16-18 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 8: mittwochs, 10-12 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 9: mittwochs, 12-14 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 10: mittwochs, 14 -16 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 11: mittwochs, 16-18 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 12: donnerstags, 12-14 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 13: donnerstags, 14-16 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 14: donnerstags, 16-18 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 15: freitags, 8-10 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1
  • Tutorium 16: freitags, 10-12 Uhr (c.t.) in M109, Geschw.-Scholl-Pl. 1


  • Beginn: 11.11.2024 (KW46, 5. Vorlesungswoche)


Wir stellen Ihnen detaillierte Aufgabenblätter, Lösungen und Vorlesungsunterlagen auf Moodle bereit. Fragen zu den Aufgaben können einerseits über die Moodle-Plattform, bei Bedarf aber auch via Email an  kontakt.iuf@som.lmu.de gestellt werden.


Investment Banking ST 2024

Lecturer: Prof. Dr. Ralf Elsas

Assistant: Valentin Luz

Language: English

Credits: 6 ECTS

Cycle: Every two semesters (every summer term)

Date & Place:

  • 23.04.24, 10:00 - 14:00, (Edmund-Rumpler-Str. 9, A 110)
  • 30.04.24, 10:00 - 14:00, (Edmund-Rumpler-Str. 9, A 110)
  • 17.06.24, 10:00 - 18:00, (Richard-Wagner-Str. 10, D 105)
  • 25.06.24, 12:00 - 20:00, (Richard-Wagner-Str. 10, D 105)

Investment Banking ST 2023

Lecturer: Prof. Dr. Ralf Elsas

Assistant: Martin Reinke

Language: English

Credits: 6 ECTS

Cycle: Every two semesters (every summer term)

Date & Place:

  • 16.05.23, 10:00 - 14:00, Edmund-Rumpler-Str. 9, A 127
  • 23.05.23, 10:00 - 14:00, Edmund-Rumpler-Str. 9, A 127
  • 05.06.23, 10:00 - 18:00, Luisenstraße 37 (C), C 024
  • 18.07.23, 10:00 - 14:00, Edmund-Rumpler-Str. 13, B 257


Matlab für Finance SoSe 2024

Dozent: Leo Schwarze 

Sprache: Deutsch

Credits: 6 ECTS

Zyklus: Jedes Sommersemester


Termine:

1. Termin: 18.06.2024 14-16 Uhr, Raum III, Ludwigstr. 28, RG, EG 023

2. Termin: 25.06.2024 14-16 Uhr, Raum III, Ludwigstr. 28, RG, EG 023

3. Termin: 02.07.2024 14-16 Uhr, Raum III, Ludwigstr. 28, RG, EG 023

4. Termin: 23.07.2024 15-18 Uhr, Ludwigstr. 28, RG, EG 025 (Präsentationen)


Projektkurs SoSe 2021

Dozent: Moritz Scherrmann

Sprache: Deutsch

Credits: 6 ECTS

Zyklus: Jedes Semester


Termine:

1. Termin: 15.04.2021 08-14 Uhr
2. Termin: 22.04.2021 12-18 Uhr
3. Termin: 29.04.2021 08-14 Uhr
4. Termin: 06.05.2021 08-14 Uhr
Präsentationstermin: 03.06.2021 08-14 Uhr

Alle Kurse finden online statt!

Risk Management for Financial Institutions WiSe 2020/21

The course „Risk Management for Financial Institutions" provides students with an overview about the German and international banking sector, the corresponding institutional design as well as fundamental theoretical approaches and related empirical evidence. Core questions are: What is special about banks? Why and how should banks be regulated? How can banks measure and manage (credit) risk?

Lecture (Prof. Florysiak):

  1. 06.11.2020, 14:00-20:00, via Zoom
  2. 20.11.2020, 12:00-18:00, via Zoom
  3. 07.12.2020, 08:00-14:00, via Zoom
  4. 15.12.2020, 12:00-16:00, via Zoom
Tutorial (Valentin Luz):

  1. 13.11.2020, 14:00-20:00, via Zoom
  2. 27.11.2020, 14:00-20:00, via Zoom
  3. 17.12.2020, 08:00-14:00, via Zoom
  4. 07.01.2021, 08:00-14:00, via Zoom

Examination:

Students will take a 120-minutes written examination on January 28, 2021, 11:00 - 13:00, online

Retake exam:

Students will take a 120-minutes written retake examination on Jaly 9, 2021, 10:00 - 12:00, online