Foreign exchange exposure management :
Soenen, Luc A.
Foreign exchange exposure management : a portfolio approach / - Alphen aan den Rijn ; Germantown, Maryland : Sijthoff & Noordhoff, c1979. - x, 142 p. :ill,
Includes index.
Includes bibliographical references: p. 135-139.
This books focusses on the hedging of currency portfolio as specified as a decision problem, with the company's exposure as input together with spot and forward exchange rates, the future spot rates of the currencies in the portfolio as unknown random variables, and the amounts to be hedged per currency as decision variables.
9028603093
International business enterprises.
Foreign exchange administration.
Hedging (Finance).
Portfolio management.
658.15'5 / SOE
Foreign exchange exposure management : a portfolio approach / - Alphen aan den Rijn ; Germantown, Maryland : Sijthoff & Noordhoff, c1979. - x, 142 p. :ill,
Includes index.
Includes bibliographical references: p. 135-139.
This books focusses on the hedging of currency portfolio as specified as a decision problem, with the company's exposure as input together with spot and forward exchange rates, the future spot rates of the currencies in the portfolio as unknown random variables, and the amounts to be hedged per currency as decision variables.
9028603093
International business enterprises.
Foreign exchange administration.
Hedging (Finance).
Portfolio management.
658.15'5 / SOE