Structured Products - Pricing & Risk Management

Structured certificates combine several derivative components and place special demands on valuation and risk management. In this seminar, participants analyze selected certificates with sophisticated product mechanics such as barriers, discrete observations, or path dependency.

The aim of the seminar is to go through the entire workflow from valuation to risk analysis of structured products. Suitable quantitative models for pricing are to be applied and, based on these, replication or hedging portfolios are to be constructed that reflect the central payout structures. Finally, the approaches are to be critically assessed from the perspective of an investor and an issuer and discussed with regard to key risk sources and control options. Further details can be found on the Wiwi-Portal.

Expected schedule

• Sunday, 22.03.2026, 23:55: Application deadline
• Monday, 23.03.2026: Allocation of seminar places
• Friday, 27.03.2026, 23:55: Deadline for acceptance or rejection of seminar places
• Tuesday, 21.04.2026, 17:00: Kick-off meeting (Building 09.21 (Blücherstr. 17), SR 320)
• Monday, 15.06.2026, 15:00: Intermediate presentation (Building 09.21 (Blücherstr. 17), SR 320) with compulsory attendance
• Monday, 29.06.2026, 16:00: Deadline for submission of the final version of the thesis (in duplicate in written form and in electronic form)
• Friday, 10.07.2026: Final presentation at DZ BANK in Frankfurt with compulsory attendance