Foreign Exchange Risk: Models, Instruments and Strategies

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Foreign Exchange Risk: Models, Instruments and Strategies image
ISBN-10:

1899332375

ISBN-13:

9781899332373

Released: Feb 12, 2002
Format: Paperback, 355 pages

Description:

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 analysis 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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