| Description |
xv, 368 pages : illustrations ; 24 cm |
| Contents |
Machine derived contents note: PART I: Overview of the Foreign-Exchange Markets: Instruments, -- Participants, and Strategies -- 1. Currency Derivatives: A Guide for Practitioners, 3 -- Gregory P. Hopper -- 2. Everything You Ever Wanted to Know about Currency Futures -- but Were Afraid to Ask, 35 -- Hunt Taylor -- 3. Central Banks and the Currency Markets: A Practical Guide, 45 -- Andrew Hodge -- 4. Speculative Trading and Hedge Funds, 63 -- Mary Rafferty -- 5. Fundamental Analysis, 69 -- Earl I. Johnson -- 6. Technical Analysis, 85 -- Thomas F. Basso -- 7. Option Strategies, 93 -- Neil Record -- -- PART II: Currency Risk Management for Institutional Investors -- 8. Maximizing Diversification in International Investing: New -- Opportunities to Improve Risk-Adjusted Returns through Enhanced Currency Overlay, 125 -- Virginia Reynolds Parker -- 9. Immunization Strategy for Multinational Fixed-Income -- Investments, 143 -- Shmuel Hauser, Azriel Levy, and Uzi Yaari -- -- -- -- 10 Currency-Hedging Foreign Investments: Why Bonds and Equities -- Are Different, 153 -- Lee R. Thomas III -- 11. Measuring the Performance of Currency Managers, 165 -- Brian Strange -- -- PART III: Currency Risk Management for Corporations -- 12. The Relationship of Management to Effective Risk Control, 193 -- Alex Koh -- 13. Risk Measurement, 213 -- Thomas J. Linsmeier and Neil D. Pearson -- 14. The Use of Analytics, 261 -- Ezra Zask -- 15. Passive versus Active Management, 273 -- Leslie K. McNew -- 16. Foreign-Exchange Risk Management at Tenneco, 307 -- James 0. West, Jr. -- 17. Regulatory Issues: Accounting and Financial Reporting for -- Instruments Subject to Global Currency Risk, 315 -- Robert H. Herz, Thomas J. Linsmeier, and Bhaskar H. Bhave |
| Notes |
Includes index |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Foreign exchange futures.
|
|
Foreign exchange market.
|
|
Risk management -- Economic aspects.
|
|
Risk management.
|
| Author |
Klopfenstein, Gary.
|
| LC no. |
2004351123 |
| ISBN |
1884964699 (Fitzroy Dearborn) |
|
1888998016 |
|
