Financial Risk Management

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.

• 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.