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.
"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
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.
EUR 28,95 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envíoLibrería: Mispah books, Redhill, SURRE, Reino Unido
Paperback. Condición: Like New. LIKE NEW. book. Nº de ref. del artículo: ERICA82218993323754
Cantidad disponible: 1 disponibles