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Inhaltsangabe: This title provides all the essential quantitative tools for foreign exchange options in an understandable and logical manner. It covers the financial management of foreign exchange risk together with analysis of different methods for mitigating and controlling cross-currency price differentials. The authors show how both market risk and model risk can be managed by choosing a suitable price model and highlight leading qualitative research concerned primarily with FX derivatives.
Über den Autor: Jurgen Hakala has been head of quantitative research at Commerzbank Treasury and Financial Products for four years. His research areas are models and products for FX derivatives and hybrid interest rate and FX models. Computational finance is a central element for all his research. He received a Master's degree in theoretical physics from the University of Karlsruhe and a PhD in mathematics from the University of Bonn at the Institute for Neural Networks. Uwe Wystup is a quantitative research specialist at Commerzbank Treasury and Financial Products, Frankfurt and is a founder and manager of the website MathFinance and the MathFinance newsletter. Uwe has a PhD from Carnegie Mellon University in valuing exotic options under short selling restraints. He also lectures on mathematical finance for Goethe University in Frankfurt and organizes the Frankfurt MathFinance Colloquium. Before that he worked for Deutsche Bank, Citibank, UBS and Sal. Oppenheim jr. & Cie. Uwe has given many presentations at both universities and banks around the world.
Buchbeschreibung Risk Books. PAPERBACK. Buchzustand: Good. 1899332375 Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Buchnummer des Verkäufers Z1899332375Z3
Buchbeschreibung Buchzustand: Good. Foreign Exchange Risk: Models, Instruments and Strategies. Buchnummer des Verkäufers Grb0949927
Buchbeschreibung Risk Books. PAPERBACK. Buchzustand: Very Good. 1899332375 Clean pages. A little wear to corners, but looks unread. Buchnummer des Verkäufers SKU1001914
Buchbeschreibung Risk Books, 2002. Paperback. Buchzustand: New. book. Buchnummer des Verkäufers 1899332375
Buchbeschreibung Risk Books, 2001. Paperback. Buchzustand: Brand New. 300 pages. 11.80x8.50x1.10 inches. In Stock. Buchnummer des Verkäufers 1899332375