MARC details
| 000 -LEADER |
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| fixed length control field |
02909cam a2200361 i 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
111229s2012 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780470768839 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0470768835 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG3810 |
| Item number |
.H35 2012 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.4'56 |
| Item number |
HAN |
| 245 00 - TITLE STATEMENT |
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| Title |
Handbook of exchange rates / |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, New Jersey: |
| Name of publisher, distributor, etc |
John Wiley & Sons, Inc., |
| Date of publication, distribution, etc |
2012 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxviii, 821 p : ill |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Wiley Handbooks in Financial Engineering and Econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to current practices, obstacles, and policies in the modern foreign exchange market. Part I presents an overview of the history of the FX market and exchange rate regimes, the key instruments/players in the FX trading environment, and both macro and micro approaches to FX determination. Next, Part II 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. Part III treats FX as an asset class, outlining active currency management, currency hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX strategy-based products. Part IV discusses products and pricing in FX, the FX options market, and volatility derivatives. Finally, the book concludes with a section on FX markets and policy, prediction and management of FX crises, FX regimes and policy; regulation in FX market that also features discussion of the effects of exchange rate regime choice on international trade. Each chapter follows the same easy-to-follow format. Following an introduction, a description of theory is presented along with key formulae. Next, the discussed theory is applied to a real data set and accompanied with illustrative descriptions. Exercises and real-world examples from the finance industry are spread throughout each chapter, and a summary provides a brief overview of main points and concepts"-- |
| 590 ## - Local Notes: Cataloguer & Date |
|---|
| Local note |
rua 22/02/17 |
| 591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans |
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| Local Note: Item Class |
Loans |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Foreign exchange rates. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Foreign exchange. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematics |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probability |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Sarno, Lucio. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
James, Jessica, |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Marsh, Ian W., |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy1205/2011052323-d.html |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy1205/2011052323-t.html |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy1210/2011052323-b.html |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Monograph & others |
| 949 ## - LOCAL PROCESSING INFORMATION (Call No. /Shelf Ref) |
|---|
| Call No. /Shelf Ref |
332.4'56 HAN |
