000			02909cam a2200361 i 4500
008			111229s2012 njua b 001 0 eng
020			_a9780470768839
020			_a0470768835
040			_aDLC _cDLC
050	0	0	_aHG3810 _b.H35 2012
082	0	0	_a332.4'56 _bHAN
245	0	0	_aHandbook of exchange rates /
260			_aHoboken, New Jersey: _bJohn Wiley & Sons, Inc., _c2012
300			_axxviii, 821 p : ill
440			_aWiley Handbooks in Financial Engineering and Econometrics
504			_aIncludes bibliographical references and index.
520			_a"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			_arua 22/02/17
591			_aLoans
650		0	_aForeign exchange rates.
650		0	_aForeign exchange.
650		7	_aMathematics
650		7	_aProbability
650		7	_a Statistics
700	1		_aSarno, Lucio.
700	1		_aJames, Jessica,
700	1		_aMarsh, Ian W.,
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy1205/2011052323-d.html
856	4	1	_uhttp://www.loc.gov/catdir/enhancements/fy1205/2011052323-t.html
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy1210/2011052323-b.html
942			_2ddc _cBOOK
949			_a332.4'56 HAN
999			_c5229 _d5229