Financial Risk Management: Domestic and International Dimensions
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.
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.