International Financial Management (3版)

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書名：International Financial Management 3/E 作者：Geert Bekaert 出版社：Cambridge 出版日期：2018/00/00 ISBN：9781107111820 內容簡介 ●All data and corresponding analyses have been updated for the third edition ●Incorporates the latest academic research in international finance and international capital markets ●Combines state-of-the-art academic theory and business practice with examples 目錄 1. Globalization and the multinational corporation Part I. Introduction to Foreign Exchange Markets and Risks: 2. The foreign exchange market 3. Forward markets and transaction exchange risk 4. The balance of payments 5. Exchange rate systems Part II. International Parity Conditions and Exchange Rate Determination: 6. Interest rate parity 7. Speculation and risk in the foreign exchange market 8. Purchasing power parity and real exchange rates 9. Measuring and managing real exchange risk 10. Exchange rate determination and forecasting Part III. International Capital Markets: 11. International debt financing 12. International equity financing 13. International capital market equilibrium 14. Country and political risk Part IV. International Corporate Finance: 15. International capital budgeting 16. Additional topics in international capital budgeting 17. Risk management and the foreign currency hedging decision Part V. Managing Ongoing Operations: 18. Financing international trade 19. Managing net working capital Part VI. Foreign Currency Derivatives: 20. Foreign currency futures and options 21. Interest rate and foreign currency swaps

An Introduction to Derivative Securities, Financial Markets, and Risk Management (3版)

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【簡介】 The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options. 【目錄】 About the Authors Preface to Third Edition From the Preface to First Edition Introduction: Derivatives and Risk Management Interest Rates Stocks Forwards and Futures Options Arbitrage and Trading Financial Engineering and Swaps Forwards and Futures: Forwards and Futures Markets Futures Trading Futures Regulations The Cost-of-Carry Model The Extended Cost-of-Carry Model Futures Hedging Options: Options Markets and Trading Option Trading Strategies Option Relations Single-Period Binomial Model Multiperiod Binomial Model The Black–Scholes–Merton Model Using the Black–Scholes–Merton Model Interest Rate Derivatives: Yields and Forward Rates Interest Rate Swaps Single-Period Binomial Health–Jarrow–Morton Model Multiperiod Binomial HJM Model The Health–Jarrow–Morton Libor Model Risk Management Models Appendix A Mathematics and Statistics Glossary References Notation Additional Sources and Websites Books on Derivatives and Risk Management Name-Index Subject-Index