Currency Management: Overlay and Alpha Trading (Hardcover)

by Jessica James (Author)

Review
"A must-read for asset-mangers, pension funds, hege funds and corporates." -- Yves Perréard, Chairman of Perréard Partners Inv., Geneva

"Jessica James has an exceptional ability to target the core problem facing managers and deliver pragmatic and robust solutions". -- Mel Mayne, Managing Partner, PaR Asset Management LLP

"Written by professionals for fellow professionals who seek to turn theory into practice and actually perform." -- Peter Richmond, Trinity College 

Product Description
This fully up-to-date multi-contributor volume includes unrivalled analysis into the increasingly important areas of currency overlay and FX modelling - providing you with a range of practical solutions to common problems that have proved their worth time and again.

Gain expert insight into all aspects of currency and recognise the principles behind overlay management so that you can design and implement an effective strategy.

Includes contributions from leading fund managers, overlay companies and investment/asset managers, including many of the most respected players in the field.

Advises on the pros and cons of implementing a programme internally vs. outsourcing to a currency manager.

Additionally covers, currency risk and hedging, active vs. passive hedging, determining the hedge ratio, the design and implementing of a trading strategy, trading models and model building and testing.