Dynamics of Financial Markets
Economics of Banking
Insurance Economics
Master Seminar

Master Seminar
PhD Seminar

Master Seminar

Economics of Electronic Markets
Quantitative Methods in Economics

Intermediate Macroeconoomics
Bachelor Seminar
Advanced Macroeconomics
Choice under Uncertainty

Content:

• Mean-variance portfolio analysis
• Dynamic models with heterogeneous beliefs
• Evolution of prices, portfolios and market shares
• Endogeneous option prices
• Multiperiod Planning Horizons

Content:

• The Role of Capital Markets
• Liquidity Insurance
• Theory of the Banking Firm
• The Bank as a Portfolio Manager
• Risk Management in Banking
• Credit Rationing
• Bank Runs
• Macroeconomics of Banking

Content:

• Expected utility theory
• Demand for insurance
• Basic insurance principles
• Adverse selection
• Moral hazard

Important:
Attendance to (at least) one of our lectures is a prerequisite for participation in the Master seminar.

Content:
The topics will be assigned individually based on the attended lectures.

Content:

• The electronic trading facility Xetra
• Allocation mechanism
• Games with incomplete information
• Theory of auctions

Content:

• One-Dimensional Dynamics
• Multidimensional Dynamics
• Linear Parametric Regression Models
• Generalized Linear Models - Binary Regression

Content:
Presentation and discussion of the current research of the PhD students.