Research Catalog

Managing foreign exchange risk : advanced strategies for global investors, corporations, and financial institutions

Title
Managing foreign exchange risk : advanced strategies for global investors, corporations, and financial institutions / David F. DeRosa.
Author
DeRosa, David F.
Publication
Chicago, Il : Irwin Professional Publishing, [1996], ©1996.

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Description
xii, 315 pages : illustrations; 24 cm
Summary
  • This is an expanded and enhanced edition of the popular Managing Foreign Exchange Risk which first appeared in 1990. Students of finance, traders, institutional investors and corporate treasurers commend the book for its even balance between theory and applications. Practitioners praise its clear explanation of currency derivatives theory. Students of finance appreciate that the book is infused with actual foreign exchange market conventions and real-world numerical examples.
  • This second edition has been greatly expanded with materials on the mechanics of the foreign exchange and options markets. The sections on the international monetary system have been updated, especially with respect to the European monetary system. New sections have been added on exotic currency options, specifically on barriers, average rate, basket and quantos options. There are two new chapters, one on currency option applications and another on currency overlay management.
Subject
  • Foreign exchange
  • Foreign exchange rates
  • Risk
Bibliography (note)
  • Includes bibliographical references (p. 303-309) and index.
Contents
Ch. 1. Introduction -- Ch. 2. An Overview of the International Monetary System -- Ch. 3. Mechanics of Foreign Exchange -- Ch. 4. The Interest Parity Theorem and the Valuation of Forward Currency Contracts, Futures, and Swaps -- Ch. 5. Hedging Foreign Exchange Risk -- Ch. 6. Currency Options -- Ch. 7. Currency Option Applications -- Ch. 8. American Exercise Currency Options and Futures Options -- Ch. 9. Exotic Currency Options and Equity Structures with Currency Features -- Ch. 10. Currency Overlay Programs.
ISBN
  • 0786310227
  • 1557385661
LCCN
96003557
OCLC
ocm34078651
Owning Institutions
Columbia University Libraries