Title: Currency Management: Overlay and Alpha Trading
Abstract:CONTENTS PART 1 - Introduction to FX Markets and Modelling CHAPTER 1 - Market History and Structure - Neil Record (Record Currency Management) CHAPTER 2 - The Electronic Revolution in Foreign Exchange...CONTENTS PART 1 - Introduction to FX Markets and Modelling CHAPTER 1 - Market History and Structure - Neil Record (Record Currency Management) CHAPTER 2 - The Electronic Revolution in Foreign Exchange - James van der Heule (Citigroup) CHAPTER 3 - Risks and Rewards - Jessica James (Citigroup) CHAPTER 4 - Where Overlay Comes In - Arun Muraldihar (FX Concepts, Inc.) CHAPTER 5 - The Case for Currency Management - Brian Strange (JPMorgan Fleming Investment Management) PART 2 - Currency Risk and Hedging CHAPTER 6 - FX Risk - Jessica James (Citigroup) CHAPTER 7 - Traditional Hedging Methods - Chris Attfield (PaR Asset Management LLP) CHAPTER 8 - Active vs Passive Hedging - Henrik H. Pedersen (CitiFX Risk Advisory Group) CHAPTER 9 - A Framework to Determine a Currency Hedge Ratio for an International Portfolio - Eric Busay (Fixed Income Unit CalPERS) PART 3 - Designing and Implementing a Trading Strategy CHAPTER 10 - Trading for Profit - Jessica James (Citigroup) CHAPTER 11 - Trading Models - James Binny (ABN AMRO) CHAPTER 12 - Model building and testing - Gerben J. de Zwart (Robeco Quantitative Research) CHAPTER 13 - Practical Strategy Implementation - Ron Liesching (Pareto) PART 4 - Case Studies CHAPTER 14 - A Case Study on Bringing FX Prime Brokerage to Currency Overlay - Philip Simotas (FX Concepts) CHAPTER 15 - Currency Risk vs Return in Global Bond Portfolios: A Policy, not a Benchmark Issue - Charles Dolan (Pareto)Read More
Publication Year: 2004
Publication Date: 2004-02-02
Language: en
Type: book
Access and Citation
Cited By Count: 6
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot