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Foreign Exchange Risk: Models, Instruments and Strategies

By Jurgen Hakala

Foreign Exchange Risk: Models, Instruments and Strategies

By Jurgen Hakala

- Default Title
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 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.
Product details
Binding:
Paperback
Number of Pages:
300
Release Date:
2001-10-15
Publication Date:
2001-10-15
Publisher:
Risk Books
Languages:
Published: English, Original: English
ISBN10:
1899332375
Weight:
1234 g
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