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Item Details
| Title:
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CURRENCY MANAGEMENT
OVERLAY AND ALPHA TRADING |
| By: |
Jessica James (Editor) |
| Format: |
Hardback |
| List price:
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£85.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1904339182 |
| ISBN 13: |
9781904339182 |
| Publisher: |
RISK BOOKS |
| Pub. date: |
24 December, 2003 |
| Pages: |
350 |
| Description: |
This multi-contributor volume includes detailed analysis into the increasingly important areas of currency overlay and FX modelling - providing you with a range of practical solutions to common problems that have proved their worth time and again. |
| Synopsis: |
This multi-contributor volume includes detailed analysis into the increasingly important areas of currency overlay and FX modelling - providing you with a range of practical solutions to common problems that have proved their worth time and again. it includes contributions from leading fund managers, overlay companies and investment/asset managers, including many of the most respected players in the field. It advises on the pros and cons of implementing a programme internally vs. outsourcing to a currency manager and additionally covers, currency risk and hedging, active vs. passive hedging, determining the hedge ratio, the design and implementation of a trading strategy, trading models and model building and testing. |
| Illustrations: |
Illustrations |
| Publication: |
UK |
| Imprint: |
Risk Books |
| Returns: |
Non-returnable |
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