Provides all the vital quantitative tools for foreign exchange options in a clear and logical manner. Covers the financial management of foreign exchange risk together with ysis of different methods for mitigating and controlling cross currency price differentials. Shows how both market risk and model risk can be managed by choosing a suitable pricing model. Presents products, pricing models, tools and strategies as well as numerical techniques for practical implementation Contains leading research, published for the first time, concerned primarily with FX derivatives.
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Anbieter: Zoom Books Company, Lynden, WA, USA
Zustand: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service. Bestandsnummer des Verkäufers ZBV.1899332375.VG
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Anbieter: Fox and Tome Booksellers, Frederick, MD, USA
Paperback. Zustand: Very Good. A nice copy. No writing or highlighting. Clean pages, shows very minimal signs of wear from use. Shipped with care. Feel free to inquire for photos or more details. --- Edited by Jurgen Hakala and Uwe Wystup, this volume brings together contributions from practitioners and academics on the quantitative treatment of foreign exchange options and currency risk. Topics include pricing models for FX derivatives, hedging techniques, exotic option structures, and approaches to managing both market and model risk in cross-currency positions. Published by Risk Books in 2002, it serves as a technical reference for traders, risk managers, and researchers working in currency markets. Bestandsnummer des Verkäufers OA-251120-shelf-33-005
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