Online Course Guide of WHU –

Find all modules and courses of our degree programs.

Please use the filters below to select the term (spring or fall) as well as the respective program (BSc, MSc, MBA, Exchange, Doctoral) of your choice for an overview of all modules offered at WHU. The courses are listed under the modules. Please click on a module to see which courses are part of it. If you would like to find out more about a certain course, click on the name of the course to see detail information. The location of the lecture will be reveiled after your course registration on myWHUstudies.

Spring term counts from January - August, fall term counts from September - December.

Important for Exchange Students: As the Full-Time and Part-Time MBA Programs utilize a modular course structure, the dates on which students begin and end the exchange are flexible. Please find here a chronological overview of the preliminary course offering for Spring and Fall.

Spring 2019  ›  Bachelor of Science  ›  Bachelor of Science - 4th Semester  ›  International Finance

International Capital Markets and Derivatives

The course objective is to equip students with the fundamental tools of Finance by focusing on their theoretical derivation and practical application in integrated exercises and case studies. At the end of the course, participants know the basics of financial mathematics, portfolio theory, bond pricing, and derivatives. Also, in the case studies students will learn how to apply portfolio optimization and bond pricing in MS Excel.

Course Code:
FIN403
Lecturers:
Prof. Dr. Mei Wang
Course Type:
BSc Course
Week Hours:
2,0
Term:
Spring 2019
Language:
Englisch
Credits:
3.0
(Please note that exchange students obtain a higher number of credits in the BSc-program at WHU than listed here. For further information please contact directly the International Relations Office.)
  • Bond pricing (Yield curve and duration, term structure)
  • Financial derivatives (Futures and forwards, swaps, options)
  • Excel case study
Date
Time
Tuesday, 08/01/2019
03:30 PM till 06:45 PM
Tuesday, 15/01/2019
03:30 PM till 06:45 PM
Thursday, 24/01/2019
11:30 AM till 03:15 PM
Tuesday, 05/02/2019
03:30 PM till 06:45 PM
Tuesday, 12/02/2019
03:30 PM till 06:45 PM
Tuesday, 19/02/2019
08:00 AM till 11:15 AM
Portfolio and Capital Market Theory, Probability Theory, Option Pricing Theory
Bodie, Zvi/Kane, Alex/Marcus, Alan J. (2010): Investments, 9th edition, Boston et al.; McGraw Hill (other editions are also accepted).



Secondary literature:

Grinold, R.C. / Kahn, R.N. (2000): Active Portfolio Management, McGraw- Hill.
Hull, John C. (2008): Options, Futures and Other Derivatives, 7th Edition, Upper Saddle River NJ, Pearson/Prentice-Hall.
Elton, Edwin / Gruber, Martin / Brown, Stephen Goetzmann, William (2003): Modern Portfolio Theory and Investment Analysis, 6th edition, New York et al.
  • Lecture
  • Case Studies
  • Guest Speakers
Written Exam

Presentation/Seminar Papers

90