Foreign Exchange Risk: Models, Instruments and Strategies - Softcover

Hakala, Jurgen; Wystup, Uwe

Softcover

ISBN 10: 1899332375 ISBN 13: 9781899332373

Verlag: Risk Books, 2001

Über diesen Titel

Críticas:

"Editors Halaka and Wystup have compiled 27 outstanding chapters by 23 authors. They have contributed significant content themselves and have done an excellent job promoting auniform style of writing across all chapters. The book offers easy reading with results that flow one after another.T his one book, in a nutshell, defines the state of the art." Glyn A. Holton, Contingency Analysis "Foreign Exchange Risk is written in a refreshingly fluid and accurate style, which is an achievement in itself as applied option theory is often a difficult topic to address. The twenty-seven chapters of this book will contribute toward a finer knowledge of this very specialised field, as well as provide some orientation in terms of future research to the reader. This book should be an asset to the market practitioner who has or intends to have dealings with the foreign exchange derivatives markets." Pierre Lequeux, Head of Currency Management,ABN AMRO Asset Management Ltd

Reseña del editor:

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 diese Auflage

• Verlag: Risk Books
• Erscheinungsdatum: 2001
• ISBN 10: 1899332375
• ISBN 13: 9781899332373
• Einband: Tapa blanda
• Anzahl der Seiten: 300