Central Bank of Nigeria Library

Managing foreign exchange risk :

DeRosa, David F.

Managing foreign exchange risk : strategies for global portfolios / - London; New York: McGraw-Hill, c1991 - x, 232 pages : ill ; 23cm. - A Probus Guide to World Markets .

Includes index

The book provides a theoretical ideas and practical techniques for currency risk management. It treats the interest parity theorem; the valuation of forward exchange contracts, currency futures, swaps and options.

0077073959


Foreign exchange
Risk management
Investment, foreign
Foreign exchange futures
Hedging (finance)
Swaps (finance)
Options (finance)

332.45 / DER