Seminar

Selected Topics in Risk Management

Lecturer:
  • Alexander Blasberg, M.Sc.
Contact:
Term:
Summer Semester 2020
Cycle:
Sommersemester/Wintersemester
Time:
29.04.2020
Room:
Video conference
Language:
English
LSF:
Lecture in LSF

Description:

The topic of this term’s seminar is:

Liquidity issues in the OTC options market

Participants are required to write a seminar paper on their chosen topic and give a short presentation by the end of the term. Each participant’s topic will be agreed upon based on adequacy and personal interest. The focus of this seminar is on quantitative analysis which involves computing in statistical software, such as Matlab, R, or Python. Depending on the number of participants, purely literature-based topics might be offered as well.

Learning Targets:

Students are able to

  • select, acquire, and process necessary market data.
  • use statistical software, such as Matlab, R, or Python, to analyze market data.
  • interpret and discuss results critically, and put them into economically meaningful context.
  • write a scientific paper and present its content in a scientific talk.

Methods of Assessment:

Preparation of a seminar paper (20-30 pages) and its presentation (15-20 minutes).

Formalities:

The first meeting (details see above) serves to introduce potential topics. Please register for this meeting by email to alexander.blasberg (at) vwl.uni-due.de with subject "Seminar Selected Topics in RM SS20". Allocation of topics is planned to be completed by May 6, 2020. Please note that deregistration and thus avoiding receiving malus points for not fulfilling the examination requirements is only possible until May 31, 2020.

A basic knowledge of statistical software, such as R or Python, is sufficient. Having taken the course Zeitreihenanalyse is ideal.