Description: Analysis of financial markets and instruments in context of globalization. Currency market; exchange rate determination; statistical properties of exchange rates. Currency futures and options. Hedging foreign exchange risk and managing foreign exchange exposure. Euro-currency market and related derivatives market. International bond market, swap market, and equity market. Asset allocation and asset pricing in face of volatile real exchange rates. International portfolio management and performance measurement.
Course #: 15.447
Professor(s) who recently taught this course:
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