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 analysis 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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Da: Zoom Books Company, Lynden, WA, U.S.A.
Condizione: 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. Codice articolo ZBV.1899332375.VG
Quantità: 1 disponibili
Da: Fox and Tome Booksellers, Frederick, MD, U.S.A.
Paperback. Condizione: 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. Codice articolo OA-251120-shelf-33-005
Quantità: 1 disponibili