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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, FIN401
Course type
BSc Course
Weekly Hours
2,0
ECTS
3.0
Term
HS 2020
Language
Englisch
Lecturers
Prof. Dr. Mei Wang
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, 27.10.2020 15:30 - 18:45
Tuesday, 03.11.2020 15:30 - 18:45
Thursday, 12.11.2020 15:30 - 18:45
Tuesday, 17.11.2020 15:30 - 18:45
Thursday, 26.11.2020 15:30 - 18:45
Monday, 30.11.2020 15:30 - 18:45
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:Hull, John C. (2008): Options, Futures and Other Derivatives, 7th Edition, Upper Saddle River NJ, Pearson/Prentice-Hall.
  • Lecture
  • Case Studies
  • Guest Speakers
Written Exam
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