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FOREIGN EXCHANGE RISK MODELS INSTRUMENTS & STRATEGIES

By Jurgen Hakala,Uwe Wystup
MRP: Rs.14,355.00 You save: Rs.5,742.00 (40%)
Net Price: Rs.8,613.00
Reward points: 86 points
9781899332373
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This title provides all the essential quantitative tools for foreign exchange options in an understandable and logical manner. It covers the financial management of foreign exchange risk together with analysis of different methods for mitigating and controlling cross-currency price differentials. The authors show how both market risk and model risk can be managed by choosing a suitable price model and highlight leading qualitative research concerned primarily with FX derivatives.

Jurgen Hakala has been head of quantitative research at Commerzbank Treasury and Financial Products for four years. His research areas are models and products for FX derivatives and hybrid interest rate and FX models. Computational finance is a central element for all his research. He received a Master's degree in theoretical physics from the University of Karlsruhe and a PhD in mathematics from the University of Bonn at the Institute for Neural Networks. Uwe Wystup is a quantitative research specialist at Commerzbank Treasury and Financial Products, Frankfurt and is a founder and manager of the website MathFinance and the MathFinance newsletter. Uwe has a PhD from Carnegie Mellon University in valuing exotic options under short selling restraints. He also lectures on mathematical finance for Goethe University in Frankfurt and organizes the Frankfurt MathFinance Colloquium. Before that he worked for Deutsche Bank, Citibank, UBS and Sal. Oppenheim jr. & Cie. Uwe has given many presentations at both universities and banks around the world.

Books

Author:
Jurgen Hakala,Uwe Wystup
Binding:
Paperback
Condition Type:
New
Country Origin:
India
Edition:
1st
Gift Wrap:
N
Leadtime to ship in days (default):
Usually ship in 2-3 working Days / If Out of stock will take 25-30 working days as procurement
Leadtime to ship in days(if not in stock):
Usually ship in 25-30 working Days
Page:
300
Publisher:
Risk Books
Year:
2001

Dimensions

Dimensions (W x H x D):
21.3 x 2.5 x 24 cm

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