Title: Arbitrage, hedging, and speculation : the foreign exchange market /
Authors: Clark, Ephraim; Ghosh, Dilip K. 1942-
Publisher: Praeger,
Year: 2004
Subjects: Arbitrage.; Hedging (Finance); Speculation.; Foreign exchange market.
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.