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An Overview of the International Monetary System
Mechanics of Foreign Exchange
The Interest Parity Theorem and Forward Exchange
7 other sections not shown
American Australian dollar basket hedge Bond Portfolio British pound BSGK model calls and puts cash flow convention cost CPPI cross hedging currency exposure currency forward currency futures currency insurance currency interest rate currency options currency put currency risk Currency Swap delta hedge delta-gamma hedge discount currency domestic currency domestic interest rate equal European call European currency example Exhibit foreign currency interest foreign interest rate forward contract forward exchange rate forward points forward rate Future Value Hedge futures contracts Gain gamma German mark hedging program in-the-money Interest Parity Theorem Invasive Invasive Invasive investment investor Japan Japanese yen long position loss major currencies market value multicurrency Numeraire option pricing option replication Parameters percent premium currency present value put option Put-Call Parity quotation quoted rency Sell short position spot exchange rate spot rate spread strike price tracking error trading U.S. dollar unit of foreign valuation volatility zero