Currency Management: Overlay and Alpha Trading (Hardback)Jessica James (editor)
Hardback Published: 24/12/2003
- Not available
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.
Publisher: Risk Books
Dimensions: 235 x 155 x 23 mm
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