Current issues and innovations in international Finance

Lehrinhalte

  • Income statement
  • Balance sheet analysis
  • CF statement analysis
  • Equity Analysis: DCF approach
  • Portfolio strategies: Strategic and tactical asset allocation
  • Quantitative methods for forecasts of the distribution of stock returns
  • Equity investment instruments: Active and passive investment funds, ETFs, forwards/futures on indices
  • Interest rates
  • Fixed Income products
  • ABS
  • MBS
  • Alternative Investments
  • Portfolio return
  • Portfolio risk

Art der Vermittlung

Präsenzveranstaltung

Art der Veranstaltung

Pflichtfach

Empfohlene Fachliteratur

  • Hull, John (2019): Optionen, Futures und andere Derivate, Pearson, 10th edition.
  • CFA Institute (2021): Wiley's Level I CFA Program Study Guide 2022: Complete Set, 1st ed. Wiley.
  • Course handouts

Lern- und Lehrmethode

Online-lecture elements, Flipped Classroom teaching, online quizzes; self-study elements with textbook and online videos; Students work on their home assignments in peer groups. Peers have to present their solutions. Classroom debates on presented solutions; Peer feedback and assessment

Prüfungsmethode

Continuous assessment (30%): quality of the work assignments, tasks completed by the students, written quizzes and written final exam (70%)

Voraussetzungen laut Lehrplan

International Banking and Business Models; ALM, Risk Management and International Banking Regulation

Schnellinfos

Studiengang

International Banking and Finance (Master)

Akademischer Grad

Master

ECTS Credits

6.00

Unterrichtssprache

Englisch

Studienplan

Berufsbegleitend

Studienjahr, in dem die Lerneinheit angeboten wird

2024

Semester in dem die Lehrveranstaltung angeboten wird

2 SS

Incoming

Ja

Lernergebnisse der Lehrveranstaltung

After successful completion of the module, the students can

  • describe the components of the income statement and alternative presentation
  • describe the elements of the balance sheet: assets, liabilities, and equity
  • describe uses and limitations of the balance sheet in financial analysis
  • describe relationships among ratios and evaluate a company using ratio analysis
  • explain benefits of securitization for economies and financial markets
  • describe securitization, including the parties involved in the process and the roles they play
  • describe characteristics of the major asset classes that investors consider in forming portfolios
  • describe the major types of securities, currencies, contracts, commodities, and real assets that trade in organized markets, including their distinguishing characteristics and major subtypes
  • define spot rates and calculate the price of a bond using spot rates
  • compare and calculate cash flows from operating, investing, and financing activities
  • describe and calculate the flat price, accrued interest, and the full price of a bond
  • identify, calculate, and interpret activity, liquidity, solvency, profitability, and valuation ratios
  • calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data

Kennzahl der Lehrveranstaltung

0230-17-03-BB-EN-11