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Description:
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This course covers three main topics: the institutional structure of the various foreign exchange markets, the measurement of the risk and return in an international setting and foreign currency risk management. Applications change from year to year to reflect current events. Recent examples are the 1994-99 international financial crises (Mexico 94-95, South East Asia 97-98, etc.) and the application of Value at Risk principles to measuring and managing the risks associated with foreign investments. http://bertha.gsia.cmu.edu/files/web/syllabus_intnl.ps
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