| Instructors: | Univ.Prof. Dr. Christian Wagner |
| Type: | PI |
| Weekly hours: | 2 |
| Members (max.): | 22 |
| Registration period: | 02/19/10 to 02/26/10 |
- Class objective(s) (learning outcomes)
- Introduction to foreign exchange risk management
Spot and forward markets (with consideration of market imperfections)
Management of FX-risks with forwards, futures, options, and swaps - Prerequisites according to degree program
- International Finance
(SBWL Internationale Finanzierung) - Teaching and learning method(s)
- Half of the course is in lecture style, i.e. I will introduce the core concepts of FX-risk and its management. In the second part exercises will be presented.
- In case of restricted admission; selection criteria
- Exchange students
WU students if admitted to the SBWL Internationale Finanzierung - Criteria for successful completion
- Midterm and final exam.
Half of the course is in lecture style, i.e. I will introduce the core concepts of FX-risk and its management. In the second part exercises will be presented. - Availability of instructor(s) for contact by students
- In the office: during regular office hours and by appointment
Via email: anytime - Miscellaneous
- Please subscribe to the email-newsletter of our department by filling your email-address in the input-field on http://www.wu-wien.ac.at/dcf/
| Day | Date | Time | Room |
|---|---|---|---|
| Monday | 03/01/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 03/08/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 03/15/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 03/22/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 04/19/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 04/26/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 05/03/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 05/10/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 05/17/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 05/31/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 06/07/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 06/14/10 | 09:00 AM - 11:00 AM | S2 (H46) |
| Monday | 06/21/10 | 09:00 AM - 11:00 AM | S1 (H46) |
| Monday | 06/28/10 | 09:00 AM - 11:00 AM | S2 (H46) |
Spot Markets
Forward Markets
Futures Markets
Options
Sercu and Uppal: International Financial Markets and the Firm, South-Western College Publishing Cincinnati, 1995; Content relevant for class examination: Ja; Content relevant for degree examination: Ja; Recommendation: Unbedingt notwendige Studienliteratur für alle Studierenden
Hull: Options, Futures, and other Derivatives, Prentice-Hall, 3, 1997; Content relevant for class examination: Ja; Content relevant for degree examination: Ja; Recommendation: Referenzliteratur
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