Managing foreign exchange risk : strategies for global portfolios

書誌事項

Managing foreign exchange risk : strategies for global portfolios

David F. DeRosa

(A Probus guide to world markets)

McGraw-Hill, 1991

大学図書館所蔵 件 / 4

この図書・雑誌をさがす

注記

Bibliography: p. 223-227

Includes index

内容説明・目次

内容説明

The past decade has witnessed the rapid introduction and the widespread use of the new and complex financial instruments and hedging strategies by banking, investment and treasury and finance professionals around the world to control and minimize the foreign exchange risks associated with their institutional securities. This book provides an analysis of some of these developments. Part 1 contains introductory material about foreign exchange and its peculiar risks as well as descriptions and historical analyses of the major currencies. Part 2 is more analytical and covers the Interest Parity Theorem, the linkages between the currency and debt markets, the valuation of currency forward and futures markets and currency option pricing. The final section focuses on practical applications, with coverage of various hedging techniques. 4

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

  • NII書誌ID(NCID)
    BA21521413
  • ISBN
    • 0077073959
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    London
  • ページ数/冊数
    x, 232 p.
  • 大きさ
    24cm
  • 分類
  • 件名
  • 親書誌ID
ページトップへ