Tahun Terbit

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ISBN/ISSN

0522-2572

Deskripsi Fisik

339 p. ; 28 cm

No. Panggil

R 338.9598/ LAP

From the balance of payment exposure to foreign exchange and interest rate risk, to credit derivatives and other exotic options, futures, and swaps for mitigating and transferring risk, this book provides a simple yet comprehensive analysis of complex derivatives pricing and their application in risk management. The risk posed by foreign exchange transactions stems from the volatility of the ex…

Now in its third incarnation, this widely acclaimed and popular text has again been fully updated and revised by the author. There is a bewildering array of models to explain the volatility of exchange rates since the collapse of the Bretton Woods system in the early 1970s. It is therefore invaluable that Hans Visser is able to bring method to this ?model madness? by grouping the various theori…