An in-depth guide to global and risk finance based on financial models
and data-based issues that confront global financial managers.
Globalization, Gating, and Risk Finance offers perspectives on global
risk finance in a world with economies in transition. Developed from
lectures and research projects investigating the consequences of
globalization and strategic approaches to fundamental economics and
finance, it provides an approach based on financial models and data; it
includes many case-study problems. The book departs from the traditional
macroeconomic and financial approaches to global and strategic risk
finance, where economic power and geopolitical issues are intermingled
to create complex and forward-looking financial systems.
Chapter coverage includes: Globalization: Economies in Collision; Data,
Measurements, and Global Finance; Global Finance: Utility, Financial
Consumption, and Asset Pricing; Macroeconomics, Foreign Exchange, and
Global Finance; Foreign Exchange Models and Prices; Asia: Financial
Environment and Risks; Financial Currency Pricing, Swaps, Derivatives,
and Complete Markets; Credit Risk and International Debt; Globalization
and Trade: A Changing World; and Compliance and Financial Regulation.
- Provides a framework for global financial and inclusive models, some
of which are not commonly covered in other books.
- Considers risk management, utility, and utility-based multi-agent
financial theories.
- Presents a theoretical framework to assist with a variety of problems
ranging from derivatives and FX pricing to bond default to trade and
strategic regulation.
- Provides detailed explanations and mathematical proofs to aid the
readers' understanding.
Globalization, Gating, and Risk Finance is appropriate as a text for
graduate students of global finance, general finance, financial
engineering, and international economics, and for practitioners.
