Currency Overlay: A Practical Guide

Hardcover: 395 pages
Publisher: Risk Books in association with UBS (October 2003)
Language: English
ISBN-10: 1904339174
ISBN-13: 978-1904339175
Product Dimensions: 9.3 x 6.3 x 1.2 inches
Shipping Weight: 2.6 pounds

Posted by Currency Trading Forex System on January 20th, 2012

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This volume provides 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. In addition, 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 more.