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Currency Overlay: A Practical Guide

Currency Overlay: A Practical Guide (Hardback)

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This volume provides comprehensive coverage of currency overlay management in investment portfolios while alerting you to all of the various methods and models you will need to stay at the forefront of this challenging field. The author provides an objective analysis of the various tools available for currency management as well as examines the practical applications of the theories that are discussed. In addition, practical examples are supported by clear diagrams, figures and tables making the text highly accessible even to those who are new to the area of currency risk. Topics covered include: defining and decomposing currency returns, foreign exchange research and choice of currency management styles, optimisation and hedge ratio, benchmark design and performance measurement, option pricing theory and dynamic hedging, emerging market currencies, liquidity, e-commerce and more.

BusinessBusiness & managementBusinessEconomicsMacroeconomicsMonetary economicsBusinessFinance & accounting Publisher: Risk Books Publication Date: 15/10/2003 ISBN-13: 9781904339175  Details: Type: Hardback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

Hai Xin has been a Financial Engineer with the Investment Bank division of UBS (previously Swissbank Corporation, SBC Warburg, SBC Warburg Dillon Read, Warburg Dillon Read, and UBS Warburg - a succession of names that betokens a small anecdote in the consolidation of the banking sector) since 1996. The team of which he is a member, FX Financial Engineering, is a specialist group within FX Distributions at UBS that provides bespoke solutions for UBS's corporate and institutional clients. Between 2000 and 2002 Hai Xin was permanently inside the "Chinese wall" of UBS's Investment Banking Division, advising on currency risks embedded in merger and acquisition (M&A) transactions. Prior to joining UBS he worked as a researcher at AstraZeneca Treasury. Hai Xin obtained his Ph.D. in Quantitative Finance from Imperial College, London, and M.Sc. in Economics from the London School of Economics, both part of the University of London. His bachelor's degree is in Electronics and Information Science. Dr Hai Xin is also a director and major shareholder of a start-up ethnic health food manufacturing company based in the UK.

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