2020-21 Spring - FINA5620 - Foreign Exchange Market

Course

Description

The course covers foreign exchange cash and derivatives markets and instruments - spot, outright forwards, swaps, and futures. It also addresses arbitrage in currency and capital markets, and international parity conditions, dealings with forex risk in corporate finance and efficient portfolio construction, and creating and back-testing foreign exchange forecasting models.
Course period1/02/2130/06/21
Course levelPG
Course formatLecture