Arbitrage, hedging, and speculation : the foreign exchange market /

Saved in:
Bibliographic Details
Author / Creator:Clark, Ephraim, professor.
Imprint:Westport, Conn. : Praeger, 2004.
Description:221 p. : ill. ; 25 cm.
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5540695
Hidden Bibliographic Details
Other authors / contributors:Ghosh, Dilip K. (Dilip Kumar), 1942-
ISBN:1567205828 (academic : alk. paper)
Notes:Includes bibliographical references and index.
Table of Contents:
  • Acknowledgments
  • 1.. Arbitrage, Hedging, and Speculation: The Foreign Exchange Market
  • 2.. Currency Futures, Swaps, and Hedging
  • 3.. Currency Options
  • 4.. Hedging and Trading Strategies: Simple Options and Exotics
  • 5.. Arbitrage and Hedging with Spot and Forward Contracts
  • 6.. Arbitrage and Hedging with Options
  • 7.. Arbitrage and Hedging with Forward Forward Contracts in Interest Rates
  • 8.. Speculations in the Foreign Exchange Market
  • Index