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Foreign Exchange Risk: Models, Instruments and Strategies
Incisive Media, Feb 2002, Pages: 320
This book 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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