MARC Record from marc_columbia

LEADER: 04036mam a2200397 a 4500
001 1451078
005 20220602040521.0
008 930506t19931993nyua b 001 0 eng
010 $a 93023811
020 $a0132261014 :$c$49.95
035 $a(OCoLC)ocm28183963
035 $9AHX2206CU
035 $a1451078
040 $aDLC$cDLC
050 00 $aHG3853$b.A53 1993
082 00 $a332.64/5$220
100 1 $aAndersen, Torben Juul.$0http://id.loc.gov/authorities/names/n86150582
245 10 $aCurrency and interest rate hedging :$ba user's guide to options, futures, swaps, & forward contracts /$cTorben Juul Andersen.
250 $a2nd ed.
260 $aNew York :$bNew York Institute of Finance,$c[1993], ©1993.
300 $axii, 387 pages :$billustrations ;$c24 cm
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
504 $aIncludes bibliographical references (p. 368-376) and index.
505 0 $aPt. 1. The Argument for Hedging. Ch. 1. International Trade and Payments. Ch. 2. Financial Exposure -- Pt. 2. Financial Futures. Ch. 3. The Futures Contract. Ch. 4. Types of Contracts. Ch. 5. Hedging with Financial Futures -- Pt. 3. Options and OTC Financial Services. Ch. 6. The Option Contract. Ch. 7. Types of Contracts. Ch. 8. Profitability Patterns. Ch. 9. Hedging with Option Contracts. Ch. 10. Forward Agreements. Ch. 11. Currency Option Agreements. Ch. 12. Interest Rate Agreements. Ch. 13. Interest Rate and Currency Swaps. Ch. 14. Comparative Analysis -- Ch. 15. Concluding Remarks -- Appendix I: Forecasting Techniques -- Appendix II: Establishing Different Option Strategies on Cash Market Positions -- Appendix III: Standard Documentation.
520 $aDramatic changes in foreign exchange rates between the major international currencies, along with extreme pressures on the European Monetary System, have made the hedging of currency and interest rate exposures more important than ever. In response to those changes, this definitive work on currency and interest rate hedging has been completely revised to provide the most up-to-date currency and interest rate hedging strategies available to today's financial market participant.
520 8 $aThe book describes and evaluates all of the major market developments that have taken place in the early nineties, including the expansion of futures exchanges in European markets, the introduction of a vast array of new financial futures products, and an expanding product range in the bank-driven OTC market.
520 8 $aThe book also provides readers with a thorough grounding in the basic components of generic product elements - whether structured on floors, caps, swaps or other types of instruments - in order to better understand all of the possibilities in the hedging market. In addition, you'll find a wealth of useful reference information including definitions, formulae with sample calculations of all the appropriate risk and hedging concepts, and realistic case discussions and sample calculations.
520 8 $aThe new edition retains the clearly written presentation, abundance of hands-on applications, and wealth of new insights on market instruments that made its previous version a bestseller in its field. It is a significant asset to potential hedgers who must remain current with all of the financial market alternatives, to market practitioners who need to stay abreast of competition from alternative markets, and to students who wish to broaden their understanding of the full financial market picture.
650 0 $aForeign exchange futures.$0http://id.loc.gov/authorities/subjects/sh85051015
650 0 $aHedging (Finance)$0http://id.loc.gov/authorities/subjects/sh85059914
650 0 $aFinancial futures.$0http://id.loc.gov/authorities/subjects/sh85048305
650 0 $aInterest rate futures.$0http://id.loc.gov/authorities/subjects/sh85067245
650 0 $aOptions (Finance)$0http://id.loc.gov/authorities/subjects/sh85109239
852 00 $boff,bus$hHG3853$i.A53 1993