Central Bank of Nigeria Library

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Foreign exchange exposure management : a portfolio approach /

By: Material type: TextTextPublication details: Alphen aan den Rijn ; Germantown, Maryland : Sijthoff & Noordhoff, c1979.Description: x, 142 p. :illISBN:
  • 9028603093
Subject(s): DDC classification:
  • 658.15'5 SOE
Summary: 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.
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Monograph & others Monograph & others CBN HQ Library Staff Office Non-fiction 658.1'55 SOE (Browse shelf(Opens below)) Available 31008100112057

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.

osa 19/06/2017

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