Arbitrage, hedging, and speculation [electronic resource] : the foreign exchange market / Ephraim Clark and Dilip K. Ghosh.
Material type:
- 332.4/5 22
- HG6024.A3 C56 2004eb
Includes bibliographical references and index.
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.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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