Syllabus
Registration via LPIS
The course covers foreign exchange hedging strategies, focusing on external hedging strategies and treasury. The course is designed to build on the FOREX management part of the course International Corporate Finance. This will include some content overlap (30%) to recap but 70% new content, practice and practitioner talks. The course does not require advanced math or statistical skills. Fokus will be on treasury and hedging practice.
Specifically, students learn about:
- Money market hedges
- Futures
- Forward Rate Agreements
- Options
- Combined Option Strategies
- Synthetic Forward
- Vertical Spread
- Zero Cost Strategies
The course is complemented by 2-3 practitioner guest talks from banks and corporates. The course uses an applied perspective and does not include complex options pricing.
Students understand
- the hedging process
- external hedging instruments
Students learn how to calculate hedging strategies in EXCEL.
The course is divided into 2 sections. The first 3 sessions are content lectures with subsequent online assignments. Sessions 4 and 5 are practice sessions for calculations and guest talks.
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