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Currency Overlay: A Practical Guide
Incisive Media, Sep 2003, Pages: 395
- This report provides a comprehensive coverage of currency overlay management in investment portfolios while alerting you to all of the various methods and models you will need to stay at the forefront of this challenging field.
- The author provides an objective analysis of the various tools available for currency management as well as examines the practical applications of the theories that are discussed
- Practical examples are supported by clear diagrams, figures and tables making the text highly accessible even to those who are new to the area of currency risk
- Topics covered include: defining and decomposing currency returns, foreign exchange research and choice of currency management styles, optimisation and hedge ratio, benchmark design and performance measurement, option pricing theory and dynamic hedging, emerging market currencies, liquidity, e-commerce and much more
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