Foreign Exchange Risk: Models, Instruments and Strategies


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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.

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Product Details

  • Item Weight:2.72 pounds
  • Paperback:355 pages
  • ISBN-13:978-1899332373
  • ISBN-10:1899332375
  • Product Dimensions:8.39 x 0.98 x 9.45 inches
  • Publisher:Risk Books (February 12, 2002)
  • Language::English
    • Best Sellers Rank:#5,784,153 in Books
    • #2,392 in Foreign Exchange (Books)
    • #94,222 in Economics (Books)
    • #986,263 in Textbooks

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