Warning! The directory is not yet complete and will be amended until the beginning of the term.
040019 SE KFK FM: Seminar (2016S)
Networks and Systemic Risks in the Financial Sector
Continuous assessment of course work
Labels
Titel: HFT in FX MarketsLanguage of Instruction: English
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from We 17.02.2016 09:00 to We 24.02.2016 12:00
- Deregistration possible until Mo 14.03.2016 23:59
Details
max. 24 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Final presentations MO 27.06.2016 15.00-16.30 Location: Seminarraum 15 Oskar-Morgenstern-Platz 1 3rd Floor
- Monday 07.03. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 14.03. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 04.04. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 11.04. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 18.04. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 25.04. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 02.05. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 09.05. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 23.05. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 30.05. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 06.06. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 13.06. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 20.06. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
- Monday 27.06. 13:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Information
Aims, contents and method of the course
The seminar provides an introduction into the functioning of foreign exchange markets. It introduces relevant theories for exchange rate determination as well as empirical work about the statistical properties of exchange rates.The seminar is organized jointly with Thomson Reuters, the premier provider of exchange rate transactions data. Hence students can test theories empirically on real transactions data.
Assessment and permitted materials
Efficiency control (oral /written): written and oral
Methods of conveying the content: Background lectures plus presentations and general discussion of seminar papers.
Allowed auxiliary means (e.g. pocket calculator, books): Computers and literature. The sources need to be clearly specified.
Attendance: mandatory
Methods of conveying the content: Background lectures plus presentations and general discussion of seminar papers.
Allowed auxiliary means (e.g. pocket calculator, books): Computers and literature. The sources need to be clearly specified.
Attendance: mandatory
Minimum requirements and assessment criteria
Contribution of partial exams to the final grade: Seminar paper (60%), presentation (20%), discussion and general contributions (20%)
Minimum requirements for the positive grade: Total score of 50%.
Minimum requirements for the positive grade: Total score of 50%.
Examination topics
Reading list
Association in the course directory
Last modified: Mo 07.09.2020 15:28