Foreign Exchange Risk: Models, Instruments and Strategies - Softcover

Hakala, Jurgen; Wystup, Uwe

 
9781899332373: Foreign Exchange Risk: Models, Instruments and Strategies

Inhaltsangabe

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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