International Financial Management

8 downloads 113 Views 211KB Size Report
International Financial Management. Instructor: Dr. Jianying Qiu. Phone: 0043 (0) 1 4277 38073. Email: [email protected]. Class hours: Monday ...
International Financial Management Instructor: Dr. Jianying Qiu

Phone: 0043 (0)1 4277 38073

Email: [email protected]

Class hours: Monday 15:00—17:00

Class room: See schedule

Office Hour: Tuesday 10:00 – 12:00

Location: Room 121 (1st floor, above WIWI service)

Text book: Options, Futures, and other Derivatives, by John C. Hull Course Description: This course serves an introduction to derivative markets. Options, futures, forward contracts, swaps, etc. will be introduced. The operation of derivative markets will be explained. The valuation of assets will be briefly discussed. Course Requirements: You should have basic understanding in finance and economics. And you should know basic mathematics about solving simple maximization problems, e.g. simple first order derivatives. Structure of the course: 1. 2. 3. 4. 5. 6. 7. 8. 9.

Chapter 1: Introduction Chapter 2: Mechanics of Futures markets Chapter 3: Hedging strategies using futures Chapter 5: Determination of forward and futures price Chapter 7: Swaps Chapter 8: Mechanics of options markets Chapter 9: Properties of stock options Chapter 11: Binomial trees Chapter 13: The Black-Scholes-Merton model

Regular attendance in class: You will be able to obtain up to 20 points by attending the course regularly. Absence

Points

0-1

20

2

18

3

15

4

10

5

5

>5

0

Exercises: From time to time there will be exercises during the class. By answering them correctly, you could earn additional -1 to +2 points.

Participation in two written exams: The exam dates are on the next slide. Please note the exam dates now, and keep them free from any other obligations. There will be 40 points in each exam. You will need to obtain more than 50 points in total (the two exams + the attendance points) in order to pass. Lecture and Exam Dates: Mon. 07.03. 15.00 - 17.00

Hörsaal 2

Lecture 1

Mon. 21.03. 15.00 - 17.00

Hörsaal 2

Lecture 2

Mon. 28.03. 15.00 - 17.00

Hörsaal 2

Lecture 3

Mon. 04.04. 15.00 - 17.00

Hörsaal 1

Lecture 4

Mon. 11.04. 15.00 - 17.00

Hörsaal 2

Lecture 5

Mon. 02.05. 15.00 - 17.00

Audimax

Lecture 6

Mon. 09.05. 15.00 - 17.00

Hörsaal 1

Lecture 7

Mon. 16.05. 15.00 - 17.00

Audimax

Exam 1

Mon. 23.05. 15.00 - 17.00

Audimax

Lecture 8

Mon. 30.05. 15.00 - 17.00

Hörsaal 2

Lecture 9

Mon. 06.06. 15.00 - 17.00

Hörsaal 2

Lecture 10

Mon. 20.06. 15.00 - 17.00

Hörsaal 5

Lecture 11

Mon. 27.06. 18.00 - 20.00

Audixmax

Exam 2