Webster University London (WUL)
Jacob H Schmidt teaches Investments (5210), International Finance (5840), Entrepreneurial Finance and Venture Capital (5860), Derivatives (5870) and Advanced Corporate Finance (5880) at Webster University London / Regent's College
Current Classes in London:
5880 Advanced Corporate Finance
Academic Year 2009 / 2010 Term Spring 2 2010
Week 1 - 8: every Thursday (starting 18 March 2010) 5:30-9:45 pm
Mid term: Week 4 Project: Week 8
New Textbook / Reading List
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5870 Derivatives
Academic Year 2009 / 2010 Term TBA
5860 Entrepreneurial Finance and Venture Capital
Academic Year 2009 / 2010 Term TBA
New Textbook Entrepreneurship, Hisrich, Peters, Shepherd
Reading List Syllabus Citation
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5210 Investments
Academic Year 2009 / 2010 Term Winter 2009
TBA
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The schedule below presents an approximate expectation of course progress. I reserve the right to add, delete, or modify any weeks of this schedule. Any changes will be announced in class. Week 1: Introduction to Derivatives Building Blocks: Futures, FW, Options, Swaps, FRA, CDS, Innovations Trading Strategies in options Pricing of Futures Chapters 1-3 Week 2: Equity Derivatives Modelling the behaviour of stocks / assets: Markov, Wiener Process The Black Scholes Model Chapters 9-11 Week 3: Interest Rate Futures / Swaps / FRAs Chapters 4-5 Week 4: Credit Derivatives Mechanics, Pricing, Models Chapter 20 Additional material provided by professor Mid Term Exam Week 5: ABS, CDO, CDO square, CLO, CBO, CFO Indices, Tranche trading Fund Derivatives Additional material provided by professor Week 6: FX derivatives Chapter 12-13 Week 7: Weather derivatives, property derivatives, inflation derivatives Additional material provided by professor Week 8: Exam, Presentations
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1. Why Cite? It is essential that references in essays and dissertations are sufficiently detailed to enable your reader to trace the originals. Apart from showing that you have researched your subject thoroughly a properly referenced citation shows that you are not plagiarising the original work. Citations will appear throughout your work. References to the citations will appear at the end in a bibliography. Remember to record the details of an item as you use it. You may not be able to find it again.
2. Consistency In order that all of your references are consistent there are several published citation systems which you can copy. Two such systems are outlined here: The Harvard Citation System and the Numeric Citation System. Your faculty might advise you to use a specific system.
3. Websites The same rules apply to websites as to any other medium. Websites often do not give a publication date, so do not guess when it was published. However, you must give the full Uniform Resource Locator (URL) and the date when you looked at it. (See example 4c)
4. The Harvard Citation System. This uses a full bibliography at the end of the piece, linked to a shorter bibliographic reference in the text itself. In the bibliography, each item is in alphabetical order of the first author’s surname. The order of reference in this system is: 1. Author(s) name 2. Year of publication 3. Title of the publication 4. Place of publication and publisher 5. Numeration (volume, edition and page numbers) 6. Location or type of the item if rare or non-print format (website, archive film, TV programme) If a newspaper article does not have an author, use the newspaper’s name instead, putting the date at the end of the reference The format of the references must be followed exactly in this system: Author’s surnames must be in upper case, followed by a comma and the initials or first names in lower case. Where there are three or more authors, only the first needs to be cited, followed by et al. Where there is more than one publication by an author in the same year, they should be differentiated by letters (a, b, etc) after the date. If the source is an organisation, the organisation is the author. Year of publication must be followed by a full stop. Titles must be in italics or underlined.
4a. Example of a book reference in the Harvard Citation System ANDERSON, David R (1993) Statistics for business and economics, Minneapolis: West Publishing Company (6th ed.) p45 If this is a part of the bibliography, the citation in your text could be (Anderson, 1993, p.45)
4b. Example of a journal reference in the Harvard Citation System BENHABIB, Seyla (1993) ‘Hannah Arendt’s concept of public space’, History of the Human Sciences, vol.6 no.2, pp.97-114
4c. Example of a website reference in the Harvard Citation System SHIELD, Graham & WALTON, Graham (2001) Cite them right! Available URL http://www.unn.ac.uk/central/isd/cite/ Viewed 24.3.03
5. The Numeric Citation System In this system, all that is given in the text is a number, either in brackets or with superscript. The bibliography at the end will correspond to these numbers. The following is an example of a section of bibliography in this system: 1 Okin, Susan Moller, ‘Humanist liberalism’, in Nancy L. Rosenblum, (ed.) Liberalism and the moral life, Cambridge, Massechussetts: Harvard University Press, 1989, p.48 2 Okin, Susan Moller, Justice, gender and the family, New York: Basic Books, 1989, pp. 49-60 3 Benhabib, Seyla, ‘Hannah Arendt’s concept of public space’, History of the Human Sciences, vol.6 no.2, May 1993, p.103
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Research Projects:
Alternative Investment Strategies, CDS, Qualitative Due Diligence, Rating Concepts
Last update:
Friday, 12 March 2010
Webster University London, Faculty 2005
Previous courses taught at WUL
Spring II 2002: 5210 Investments
Fall I 2002: 5840 International Finance
Spring II 2003: 5210 Investments
Fall I 2003: 5840 International Finance
Spring II 2004: 5210 Investments
Fall I 2004: 5840 International Finance
Spring II 2005: 5210 Investments
Fall I 2005: 5840 International Finance
Spring II 2006: 5210 Investments
Fall I 2006: 5840 International Finance
Spring II 2007: 5210 Investments
Summer 2007: 5870 Derivatives
Spring 1 2008: 5870 Derivatives
Spring II 2008: 5210 Investments
Summer 2008: 5870 Derivatives
Winter 2008: 5210 Investments
Spring 1 2009: 5870 Derivatives
Spring 2: 5210 Investments
Summer 2009: 5870 Derivatives
Fall 1: 5860 Entrepreneurial Finance and Venture Capital
Winter 2009: 5880 Advanced Corporate Finance
Spring 1: 5880 Advanced Corporate Finance
Required course textbook:
Hull, John C., Options, Futures and Other Derivatives (last edition 2005)
Reading list for 5210:
Required course textbook:
Essentials of Investments, Bodie, Kane, Marcus; 7th Edition; MacGraw Hill; ISBN 978-007-127346-6
Supplemental readings
1. Reminiscences of a stock operator, Edwin Lefebre, John Wiley & Sons, 1994 (ISBN 0-471-05970-6)
2. Alchemy of Finance, George Soros, John Wiley & Sons, 1994 (ISBN 0-471-04206-4)
3. Active Portfolio Management, Richard C Grinold and Ronald N Kahn, McGraw Hill, 2nd Edition, 2000 (ISBN 0-07-024882-6)
4. Searching for Alpha: The Quest for Exceptional Investment Performance, Ben Warwick; John Wiley & Sons; (May 5, 2000), (ISBN 0471348228)
5. The Warren Buffet Way, Investment Strategies of the World's Greatest Investor, Robert G. Hagstrom, Jr., John Wiley & Sons Inc., 1995, (ISBN 0-471-13298-5)
6. Investing with Young Guns, James Morton: Financial Times Prentice Hall 2001, (ISBN 0273 65264 8)
Required course textbook:
Multinational Financial Management, Seventh Edition or higher, Alan C Shapiro, John Wiley & Sons Inc. (ISBN 0-471-39530-7)
