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Currency and exposure management (6 points)


Leader: Mr Terry Boulter

Caulfield Second semester 2003 (Evening)
Caulfield Second semester 2004 (Evening)
Caulfield Summer 2004 (On-campus)

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

Prerequisites: Enrolment in course 0571 Master of Banking or AFF9641, AFF9250 or MBA9005.

Prohibitions: AFF4210

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