Financial risk management : domestic and international dimensions

Author(s)

• Jorion, Philippe
• Khoury, Sarkis J.

Bibliographic Information

Financial risk management : domestic and international dimensions

Phillippe Jorion, Sarkis Joseph Khoury

Blackwell, c1996

Note

Includes bibliographical references and index

Description and Table of Contents

Description

Comprehensively integrating the most important issues in financial risk management, this text clearly presents the latest techniques and strategies in domestic and international investment management. All the chapters represent in-depth reviews of the latest research, providing an ideal text for advanced undergraduate and MBA students who use quantitative techniques for investment and portfolio management.

Table of Contents

Preface. 1. Introduction: The Nature of Financial Risk. 2. The Fixed Income Markets: Nature and Dynamics. 3. Interest Risk Management: Hedging Assets and Liabilities. 4. The Foreign Exchange Markets: Nature and Dynamics. 5. Currency Risk Management: Hedging and Speculating with Options and Futures. 6. Portfolio Risk Management: Domestic Dimensions. 7. Portfolio Risk Management: International Dimensions. 8. The Search for Higher Returns: Anomalies. Index.

by "Nielsen BookData"

• NCID: BA25800587
• ISBN:
  • 1557865914
• LCCN: 94046751
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, Mass.
• Pages/Volumes: viii, 368 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG6024.3
  • DC20 : 332.64/5
• Subject Headings:
  • LCSH : Financial futures
  • LCSH : Risk management
  • LCSH : Interest rate risk
  • LCSH : Foreign exchange rates
  • LCSH : Portfolio management