El manejo del riesgo cambiario las opciones sobre divisas Marc Chesney, ... [et al.].
Contributor(s): Chesney, MarcPublisher: México Limusa ; Grupo Noriega Editores ; CIDE 2001Description: 179 p. : il., cuadrosISBN: 9681860527Subject(s): Manejo financiero internacional | Opciones (Acciones)- Brasil | Opciones (Acciones)- México | Riesgo (Economía) | Riesgos cambiariosDDC classification: 332.45
Enhanced descriptions from Syndetics:
This work is an easy reference to one of the most efficient instrument for hedging the exchange risk: option on currency. Originally published in French, it has been updated and adapted to the Latin American markets, specially the Mexican environment. From the simplest to the complex focus, the work discusses the tools related to exchange risk, in an accessible way for the reader. For additional technical aspects and valuation methods, the reader may refer to the annexes provided.
Table of contents provided by Syndetics
- Why the enterprises use the financial exchange derivatives? Definitions
- Institutional framework
- Experiences on derivatives in Latin America: emerging markets
- Valuation and hedging coefficients
- Second-generation options
- Uses of currency options by enterprises
- Uses of currency options by banks
- An application of currency options in Mexico: hoarding of reserves by Banco de MTxico