FX: Managing Global Currency Risk covers basic and advanced strategies for risk management and profit maximization in the global foreign exchange markets on both theoretical and practical levels. Topics include: plain vanilla and exotic hedging instruments; pricing of currency options; corporate risk management techniques; critical corporate accounting and tax issues; FX and global equity and fixed-income portfolios; currencies as asset classes; understanding overlay strategies; and pension funds and FX risk management.
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Book Description
Editorial Reviews
From the Publisher
Gary Klopfenstein is founder and President of GK Capital Management and GK Investment Management. He is also President of GK Risk Management and GK Software Development and a Director of GK Risk Management SDN BHD. Mr. Klopfenstein received a B.A. from Illinois Weslleyan University and is the author of Trading Currency Cross Rates(John Wiley & Sons).
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3.0 out of 5 stars
Some good stuff on exchange rate risk mangement,
By John Cairns "FX analyst" (South Africa) - See all my reviews
This review is from: FX: Managing Global Currency Risk (Glenlake business monographs) (Hardcover)
This book contains some useful stuff for those hoping to understand exchange rate risk management. Unfortunately, being a collection of articles by different authors, it also contains a lot of stuff that is less useful and lacks coherence. A good book for those involved in risk management to delve into on occasion. Beginners need to be careful as it seems to contain some questionable arguments.
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Key Phrases - Statistically Improbable Phrases (SIPs):
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basic market factors, global currency risk, hedging returns, currency overlay managers, enhanced overlay, standardized positions, percent hedged, currency managers, systematic managers, unremitted earnings, functional currency, option premia, optimal hedge ratio, pound interest rate, unhedged benchmark, nonfinancial component, item being hedged, hedged item, hedge accounting, anticipated transactions, lognormal random walk, currency risk management, clearing association, yen assets, market risk factors Key Phrases - Capitalized Phrases (CAPs): (learn more)
United States, Monte Carlo, Federal Reserve, New York, Manager Index, Parker Global Strategies, Tenneco Energy, Systematic Index, Discretionary Index, Financial Analysts Journal, Philadelphia Stock Exchange, Casualty Index, George Soros, Journal of Finance, European Monetary System, International Money Market, Journal of Portfolio Management, Tenneco Automotive, Bias Index, Bretton Woods, Group of Thirty, International Monetary Fund, Practical Guide, Wall Street, Analysis of Short-Run Exchange Rate Behavior New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
basic market factors, global currency risk, hedging returns, currency overlay managers, enhanced overlay, standardized positions, percent hedged, currency managers, systematic managers, unremitted earnings, functional currency, option premia, optimal hedge ratio, pound interest rate, unhedged benchmark, nonfinancial component, item being hedged, hedged item, hedge accounting, anticipated transactions, lognormal random walk, currency risk management, clearing association, yen assets, market risk factors Key Phrases - Capitalized Phrases (CAPs): (learn more)
United States, Monte Carlo, Federal Reserve, New York, Manager Index, Parker Global Strategies, Tenneco Energy, Systematic Index, Discretionary Index, Financial Analysts Journal, Philadelphia Stock Exchange, Casualty Index, George Soros, Journal of Finance, European Monetary System, International Money Market, Journal of Portfolio Management, Tenneco Automotive, Bias Index, Bretton Woods, Group of Thirty, International Monetary Fund, Practical Guide, Wall Street, Analysis of Short-Run Exchange Rate Behavior New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
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