Financial Risk Management: From Reconstruction to Reagan

ISBN-13: 9781557865915 / Angielski / Twarda / 1995 / 380 str.

Philippe Jorion

Opis

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.

Spis treści

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.

O autorze

Philippe Jorion is a Professor of the University of California, Irvine and Sarkis Khoury is a Professor at the University of California, Riverside, both USA.

Blurb

Financial Risk Management provides a rigorous analysis of domestic and international risk management issues. Unlike other texts in the area there is an emphasis on the international dimension of portfolio management allowing the development of an effective, geocentric portfolio strategy.
All chapters represent in–depth reviews of the latest research on the topics under discussion. This ensures that the discussions are comprehensive, thorough and easy to read.
Topics covered include:.
∗ A comprehensive review of investment developments and strategies.
∗ Foreign exchange markets.
∗ Various forms of market anomalies.
Presenting the latest techniques and strategies in domestic and international investment management in a clear way, this is an ideal text for advanced undergraduate and graduate students who use quantitative techniques for investment and portfolio management.