Handbook of Exchange Rates

ISBN 13: 9780470768839

Handbook of Exchange Rates

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9780470768839: Handbook of Exchange Rates
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Praise for Handbook of Exchange Rates

“This book is remarkable. I expect it to become theanchor reference for people working in the foreign exchangefield.”

—Richard K. Lyons, Dean and Professor of Finance,Haas School of Business, University of CaliforniaBerkeley

“It is quite easily the most wide ranging treaty ofexpertise on the forex market I have ever come across. I will bekeeping a copy close to my fingertips.”

—Jim O’Neill, Chairman, Goldman Sachs AssetManagement

How should we evaluate the forecasting power of models? What areappropriate loss functions for major market participants? Is theexchange rate the only means of adjustment? Handbook of ExchangeRates answers these questions and many more, equipping readerswith the relevant concepts and policies for working intoday’s international economic climate.

Featuring contributions written by leading specialists from theglobal financial arena, this handbook provides a collection oforiginal ideas on foreign exchange (FX) rates in four succinctsections:

· Overview introduces the history of the FX marketand exchange rate regimes, discussing key instruments in thetrading environment as well as macro and micro approaches to FXdetermination.

· Exchange Rate Models and Methods focuses onforecasting exchange rates, featuring methodological contributionson the statistical methods for evaluating forecast performance,parity relationships, fair value models, and flow–basedmodels.

· FX Markets and Products outlines active currencymanagement, currency hedging, hedge accounting; high frequency andalgorithmic trading in FX; and FX strategy-based products.

· FX Markets and Policy explores the currentpolicies in place in global markets and presents a framework foranalyzing financial crises.

Throughout the book, topics are explored in-depth alongsidetheir founding principles. Each chapter uses real-world examplesfrom the financial industry and concludes with a summary thatoutlines key points and concepts.

Handbook of Exchange Rates is an essential reference forfund managers and investors as well as practitioners andresearchers working in finance, banking, business, andeconometrics. The book also serves as a valuable supplement forcourses on economics, business, and international finance at theupper-undergraduate and graduate levels.

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From the Back Cover:

"This book is remarkable. I expect it to become the anchorreference for people working in the foreign exchange field."
Richard K. Lyons, Dean and Professor of Finance, HaasSchool of Business, University of California Berkeley

"It is quite easily the most wide ranging treaty of expertise onthe forex market I have ever come across. I will be keeping a copyclose to my fingertips."
Jim O'Neill, Chairman, Goldman Sachs AssetManagement

How should we evaluate the forecasting power of models? What areappropriate loss functions for major market participants? Is theexchange rate the only means of adjustment? Handbook of ExchangeRates answers these questions and many more, equipping readerswith the relevant concepts and policies for working in today'sinternational economic climate.

Featuring contributions written by leading specialists from theglobal financial arena, this handbook provides a collection oforiginal ideas on foreign exchange (FX) rates in four succinctsections:

  • Overview introduces the history of the FX market andexchange rate regimes, discussing key instruments in the tradingenvironment as well as macro and micro approaches to FXdetermination.
  • Exchange Rate Models and Methods focuses on forecastingexchange rates, featuring methodological contributions on thestatistical methods for evaluating forecast performance, parityrelationships, fair value models, and flow–based models.
  • FX Markets and Products outlines active currencymanagement, currency hedging, hedge accounting; high frequency andalgorithmic trading in FX; and FX strategy-based products.
  • FX Markets and Policy explores the current policies inplace in global markets and presents a framework for analyzingfinancial crises.

Throughout the book, topics are explored in-depth alongsidetheir founding principles. Each chapter uses real-world examplesfrom the financial industry and concludes with a summary thatoutlines key points and concepts.

Handbook of Exchange Rates is an essential reference forfund managers and investors as well as practitioners andresearchers working in finance, banking, business, andeconometrics. The book also serves as a valuable supplement forcourses on economics, business, and international finance at theupper-undergraduate and graduate levels.

About the Author:

JESSICA JAMES, PhD, is a Managing Director and Co-Head ofthe Quantitative Solution Team at Commerzbank in London, where sheis responsible for FX client risk advisory. She has published onthe topics of credit derivatives and total return swaps and is thecoauthor of Interest Rate Modelling (Wiley).

IAN W. MARSH, PhD, is Professor of Finance in the CassBusiness School at City University London. Dr. Marsh has extensiveconsulting experience with companies including JPMorgan Chase,Morley Fund Managment, and the Royal Bank of Scotland. He currentlyfocuses his research on credit risk transfer markets and theforeign exchange market.

LUCIO SARNO, PhD, is Associate Dean, Head of Faculty, andProfessor of Finance in the Cass Business School at City UniversityLondon. Dr. Sarno has extensive industry experience in consultingand trading foreign exchange for several major asset managementcompanies and has contributed to policy, training, and research forthe International Monetary Fund, the European Central Bank, and theWorld Bank.

"About this title" may belong to another edition of this title.

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Book Description John Wiley and Sons Ltd, United States, 2012. Hardback. Condition: New. 1. Auflage. Language: English . Brand New Book. Praise for Handbook of Exchange Rates This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field. Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips. Jim O Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow based models. FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels. Seller Inventory # AAH9780470768839

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Published by John Wiley and Sons Ltd, United States (2012)
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Book Description John Wiley and Sons Ltd, United States, 2012. Hardback. Condition: New. 1. Auflage. Language: English . Brand New Book. Praise for Handbook of Exchange Rates This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field. Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips. Jim O Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow based models. FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels. Seller Inventory # AAH9780470768839

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Jessica James (editor), Ian Marsh (editor), Lucio Sarno (editor)
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Book Description Wiley. Hardcover. Condition: New. 856 pages. Praise for Handbook of Exchange Rates and ldquo;This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field. and rdquo;Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley and ldquo;It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips. and rdquo;Jim O and rsquo;Neill, Chairman, Goldman Sachs Asset ManagementHow should we evaluate the forecasting power of models What are appropriate loss functions for major market participants Is the exchange rate the only means of adjustment Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today and rsquo;s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: and bull; Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. and bull; Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow and ndash;based models. and bull; FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. and bull; FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Seller Inventory # 9780470768839

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