TY - BOOK AU - DeRosa, David F. TI - Managing foreign exchange risk: strategies for global portfolios SN - 0077073959 U1 - 332.45 PY - 1991/// CY - London, New York PB - McGraw-Hill KW - Foreign exchange KW - Risk management KW - Investment, foreign KW - Foreign exchange futures KW - Hedging (finance) KW - Swaps (finance) KW - Options (finance) N1 - Includes index N2 - 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 ER -