Arbitrage, hedging, and speculation the foreign exchange market / [electronic resource] :
Ephraim Clark and Dilip K. Ghosh.
- Westport, Conn. : Praeger, 2004.
- 221 p. : ill.
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.