W810 – International Finance

Module
International Finance
International Finance
Module number
W810 [IB-MA W10]
Version: 1
Faculty
Business Administration
Level
Master
Duration
1 Semester
Semester
No information
Module supervisor

Prof. Dr. rer. pol. Christoph Mayer
christoph.mayer(at)htw-dresden.de
Lecturer(s)

Prof. Dr. rer. pol. Christoph Mayer
christoph.mayer(at)htw-dresden.de
Course language(s)

English
in "International Finance"
ECTS credits

5.00 credits

Workload

150 hours

Courses

4.00 SCH (4.00 SCH Seminar)
Self-study time

90.00 hours

Pre-examination(s)
None
Examination(s)

Alternative examination - Presentation
Examination time: 20 min | Weighting: 50% | not to be compensated
in "International Finance"

Written examination
Examination time: 90 min | Weighting: 50% | not to be compensated
in "International Finance"
Form of teaching
  • Lecture in form of seminar including discussions and independent presentation
  • Exercises partly using MS Excel
Media type
No information
Instruction content/structure
  1. Modern Portfolio Theory
  2. Introduction to Monte-Carlo-Simulation
  3. Stock Price Simulation
  4. Measuring Risk and Performance
  5. Financial Derivatives
  6. Hedging Exchange Rate Risk
Qualification objectives

Student knows

  • how to calculate the consequences of investing in specific assets
  • how to measure asset performance taking into account the risk taken
  • the use of probability distributions to calculate the risk of an investment
  • how financial derivatives work
  • basic strategies of portfolio insurance
  • which currency risk goes along with international investments and how to hedge it
  • how to solve financial problems and exercises using MS Excel
  • how to make use of monte-carlo-methods to solve complex problems involving uncertainty
Social and personal skills
No information
Special admission requirements
No information
Recommended prerequisites
  • Good knowledge of financial mathematics
  • Good knowledge of statistics and probability theory
Continuation options
No information
Literature
  • Albrecht, Peter; Raimond Maurer: "Investment- und Risikomanagement", Schäffer Poeschel, current editionBrealey,
  • Haugen, Robert A.: "Modern Investment Theory", Prentice Hall, current edition
  • Richard A.; Stewart C. Myers; Franklin Allen: "Corporate Finance", McGraw-Hill, current edition
Current teaching resources

Ressources in OPAL
Notes
No information
Link to course/learning resources in OPAL
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