International Finance (FINA 7360)


PPT Class slides:

  • Lecture 1: Intro to FINA 7360: Class Overview, Exchange Rates & FX Market
  • Lecture 2: Central Bank Intervention & Arbitrage in the FX Market
  • Lecture 3: FX Determination: Parity Conditions (PPP, IFE &, EH)
  • Lecture 4: FX Determination: Structural Models & RW - Forecasting FX Rates: Fundamental and Technical Models
  • Lecture 4 - Examples: Forecasting Example 1 for Case 1 (xls format) - Forecasting Example 2 for Case 1 (xls format)
  • Lecture 5: FX Risk & Hedging: FX Futures, Options & FX Exposure
  • Lecture 6: Hedging FX Risk
  • Lecture 6 - Example: Example of Simulation for TE (CHF) (xls format) - EE worksheet (xls format) - EE regression (xls format)
  • Lecture 7: EE Exposure and Midterm 1 Review
  • Lecture 8: International Asset Allocation, Country Risk & Country Report
  • Lecture 8 - Example: Example of Construction of OP (xls format)
  • Lecture 9: Topics in International Corporate Finance & International Equity Markets (Information Problems & Valuation Methods)
  • Lecture 10: International Equity (continuation) & Bond Markets
  • Lecture 10 - Example: Example of Pricing Bonds with Binomial Tree (xlsx format)
  • Lecture 11: Swaps
  • Lecture 11 - Example: Case: IBM-World Bank Swap (pdf format)
  • Lecture 12: Swaps (continuation) & Eurocurrencies
  • Lecture 13: Eurocurrencies, Bond Futures and Midterm 2 Review



    * Back To Rauli's Home Page