Currency Management: Overlay and Alpha Trading

by Jessica James (Editor)

This multi-contributor volume includes detailed 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.

373 pages, Hardcover

First published December 1, 2003

About the author

Librarian Note: There is more than one author in the Goodreads database with this name.

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

Reviews

[Jake Stetter · Rating 4 out of 5]

top tier book for FX practioners. It is dated