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Currency and exposure management (6 points)
Leader: Mr Terry Boulter
Synopsis: Topics include international financial environment, the role of arbitrage theory and purchasing power parity theory, foreign exchange mechanics, volatility measurement foreign exchange risk identification, measurement and hedging by internal/external methods, active management and return enhancement strategies, and foreign exchange management performance measurement, forecasting and models of exchange rate determination.
Assessment: Assignments and coursework: 50% + Examination (3 hours): 50%.
Contact Hours: 3 hours per week
Australian Government Requirements for International Students - CRICOS Provider Number: 00008C
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