Artículos relacionados a Foreign Exchange Risk: Models, Instruments and Strategies
Sinopsis
Provides all the essential quantitative tools for foreign exchange options in an understandable 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 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 qualitative research concerned primarily with FX derivatives.
"Sinopsis" puede pertenecer a otra edición de este libro.
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.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Imagen del vendedor
Foreign Exchange Risk: Models, Instruments and Strategies
Publicado por
Risk Publications, 2002
ISBN 10: 1899332375
ISBN 13: 9781899332373
Antiguo o usado
Tapa blanda
Librería: Zoom Books Company, Lynden, WA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: 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. Nº de ref. del artículo: ZBV.1899332375.VG
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EUR 144,24
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Cantidad disponible: 1 disponibles
Imagen de archivo
Foreign Exchange Risk: Models, Instruments and Strategies Hakala, Jurgen and Wystup, Uwe
Librería: Fox and Tome Booksellers, Frederick, MD, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Paperback. Condición: 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. Nº de ref. del artículo: OA-251120-shelf-33-005
Comprar usado
EUR 151,94
Gastos de envío gratis
Se envía dentro de Estados Unidos de America
Se envía dentro de Estados Unidos de America
Cantidad disponible: 1 disponibles