Foreign Exchange Dealer's Handbook PDF Download
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Author: Raymond G. F. Coninx
Publisher:
ISBN:
Category : Arbitrage
Languages : en
Pages : 172
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Book Description
Author: Raymond G. F. Coninx
Publisher:
ISBN:
Category : Arbitrage
Languages : en
Pages : 172
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Book Description
Author: Paul M. Bishop
Publisher: New York ; Montréal : McGraw-Hill
ISBN:
Category : Business & Economics
Languages : en
Pages : 488
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Book Description
Manual sobre los mercados de divisas y transacciones de diversos productos financieros como el mercado de futuros.
Author: Jessica James
Publisher: John Wiley & Sons
ISBN: 1118445775
Category : Business & Economics
Languages : en
Pages : 674
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Book Description
Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today’s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: • Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. • Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models. • FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels.
Author:
Publisher:
ISBN:
Category : Banks and banking, International
Languages : en
Pages : 408
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Book Description
Author: Claude Tygier
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 260
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Book Description
Author: Gary Shoup
Publisher: Global Professional Publishi
ISBN: 9781888998221
Category : Business & Economics
Languages : en
Pages : 284
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Book Description
With the advent of the World Trade Organization and NAFTA, foreign exchange now impacts the corporate world as never before. Hedging currency risk - usually through the interbank network - is now a routine treasury function. However, midsized companies (up to $100 million in annual sales) are often shut out of the interbank market because of cost and minimum size requirements. Currency Risk Management: A Handbook for Financial Managers, Brokers, and Their Consultants shows how to capture this business - from the basic concepts of foreign exchange to prospecting the corporate client. The author writes in an easy-to-read style and shows the finer points of foreign exchange and various exchange regimes recognized by the IMF. The reader will learn why exchange rates are a matter of government restrictions and controls as well as market price discovery.
Author: Iain J. Clark
Publisher: John Wiley & Sons
ISBN: 0470683686
Category : Business & Economics
Languages : en
Pages : 308
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Book Description
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange—not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.
Author: 1990Comptroller of 1990Comptroller of the CurrencyAdministrator of National Banks
Publisher: CreateSpace
ISBN: 9781503324527
Category :
Languages : en
Pages : 38
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Book Description
This section is intended to provide minimum background and proceduralguidelines to examiners responsible for evaluating a bank's foreign currencyactivities. Within individual banks, foreign currency money market andexchange trading operations may be combined or completely separate withregard to policies, procedures, reporting, and even dealing. However, theyultimately must be viewed together to evaluate liquidity and to insurecompliance with overall bank objectives and risk management strategy. For thesake of brevity, this section discusses both functions as if they were performedby the same traders, processed by the same bookkeepers and managed by thesame officers. Close coordination is required among examiners performing theforeign exchange, due from banks-time, nostro account, and fundsmanagement functions.
Author: Rudi Weisweiller
Publisher: Praeger
ISBN: 0899307388
Category : Business & Economics
Languages : en
Pages : 0
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Book Description
The purpose of this book is to help bankers in their task of establishing, developing, and supervising foreign exchange departments. The essays included provide insightful and explanatory comments of a general nature in an area where no two institutions are likely to have similar needs or opportunities. The scarcity of books on foreign exchange departments is largely due to this diversity. Rudi Weisweiller's edited collection will appeal to the bankers who want to collaborate closely and successfully with personnel in foreign exchange departments and also to those actually engaged in the day-to-day work of those departments. This is partly a book for foreign exchange dealers and partly a book about them. Each contributor to this book is experienced and still active in the field of foreign exchange. Their accumulated experience has led to this knowledgeable volume, which will be useful to present and future practitioners as a general overview of the foreign exchange department in the modern financial institution.
Author: Herbert Edwin Evitt
Publisher: International Publications Service
ISBN: 9780273314592
Category : Business & Economics
Languages : en
Pages : 276
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Book Description
