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.
Sprache
Verlagsort
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Produkt-Hinweis
Fadenheftung
Gewebe-Einband
Maße
Höhe: 235 mm
Breite: 157 mm
Dicke: 27 mm
Gewicht
ISBN-13
978-1-55786-591-5 (9781557865915)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Klassifikation
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.
Autor*in
University of California, Irvine
University of California, Riverside
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.
