Arbitrage, hedging, and speculation : the foreign exchange market / / Ephraim Clark and Dilip K. Ghosh.

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Bibliographic Details
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TeilnehmendeR:
Year of Publication:2004
Language:English
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Physical Description:221 p. :; ill.
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Table of Contents:
  • Arbitrage, hedging, and speculation : the foreign exchange market
  • Currency futures, swaps, and hedging
  • Currency options
  • Hedging and trading strategies : simple options and exotics
  • Arbitrage and hedging with spot forward contracts
  • Arbitrage and hedging with options
  • Arbitrage and hedging with forward forward contracts in interest rates
  • Speculations in the foreign exchange market.