International financial management
This text combines a strong foundation in international finance theory with current, practical applications. It provides thorough, up-to-date treatment of cutting-edge international finance issues along with traditional treatment of international financial management. This book is known for its readability and clear explanation as well as its extensive use of hands-on, real-world applications and student-oriented pedagogy.
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international Fund Flows and Balance of Payments
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affect assess Assume bonds borrow British pound call option Canadian dollar cash flows central banks chapter computed corporations cost country risk covered interest arbitrage currency futures currency options currency values currency's denominated deposit depreciate discount dollar's value earnings economic effective financing rate effective yield Euromoney example exchange rate movements EXHlBlT expected exports factors firm's foreign currency foreign exchange markets foreign investment forward contract forward rate French franc funds future spot rate futures contract German mark hedge home currency impact increase inflation differential inflation rate inflows interest rate differential interest rate parity International Business Japanese yen Jimmy Journal loan million MNC's multinational offset outflows payments percent percentage change period portfolio premium put option reduce regression coefficients rency sell speculative spot rate strategy strike price subsidiary Swiss franc trade transaction exposure U.S. dollars U.S. firm U.S. inflation U.S. interest rate U.S. investors United variables