語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Foreign Exchange = Practical Asset Pricing and Macroeconomic Theory /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Foreign Exchange/ by Adam S. Iqbal.
其他題名:
Practical Asset Pricing and Macroeconomic Theory /
作者:
Iqbal, Adam S.
面頁冊數:
XVII, 241 p. 54 illus., 51 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Capital Markets. -
電子資源:
https://doi.org/10.1007/978-3-030-93555-9
ISBN:
9783030935559
Foreign Exchange = Practical Asset Pricing and Macroeconomic Theory /
Iqbal, Adam S.
Foreign Exchange
Practical Asset Pricing and Macroeconomic Theory /[electronic resource] :by Adam S. Iqbal. - 1st ed. 2022. - XVII, 241 p. 54 illus., 51 illus. in color.online resource.
Chapter 1; Risk Premiums -- Chapter 2: FX Forwards and the Carry Trade -- Chapter 3; Exchange Rates, Interest Rates, Inflation and the Risk Premium -- Chapter 4; The Mundell Fleming Model of the Exchange Rate -- Chapter 5: Valuation Models (PPP, DEER, FEER)? -- Chapter 6: What Drives Inflation and How Do Central Banks Control It? -- Chapter 7: Analogous Frameworks for Equity Investments.
“This book provides an exhaustive and even-handed review of the existing literature on exchange rate determination, along with a raft of fresh insights. The author provides a unique marriage of academic precision with an investor’s practical experience to deliver a rigorous yet intuitive application of asset-pricing theory to foreign exchange. Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory should become the canonical text on this subject.” —Nick Wilson, FX Portfolio Manager, Citadel “This new book is a treasure trove. Iqbal presents a practical and useful framework that includes various macroeconomic and monetary economic concepts relating to foreign exchange, such as risk premiums, interest rates, and inflation. Many real-world examples illustrate how these concepts relate to each other. I have enjoyed reading every page of this book and I strongly recommend it to academics, students, and indeed, anybody interested in how foreign exchange markets interact with macroeconomics.” —Johannes Ruf, Professor, London School of Economics “Iqbal’s Foreign Exchange diligently captures the intuition behind risk premia in FX markets and their theoretical underpinnings, whilst also being practically relevant for the reader. This book is an important and much needed foundational text for students, researchers, and practitioners alike who want to truly understand foreign exchange markets, their drivers and uncertainties, be it from risk premiums, macroeconomic, or monetary economic sources.” —Dr. Farouk Jivraj, Head of Alternative Risk Premia, Fidelity Investments “In an age when foreign exchange has increasingly become the turf of high frequency algo traders rather than fundamental investors, Adam Iqbal's book provides an excellent and comprehensive overview of an asset class that, given the rising macro-economic volatility, is likely to regain its characteristics as prime instrument for hedging and thematic macro expression. By approaching foreign exchange via the risk premium conceptual framework, Adam is equipping the reader to identify dislocations and opportunities in a rapidly changing world. With the right balance of theory and practice, Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory is accessible and should be of interest to both academic and professional readers.” —Borislav Vladimirov, Managing Director, Macro Strategist, Goldman Sachs.
ISBN: 9783030935559
Standard No.: 10.1007/978-3-030-93555-9doiSubjects--Topical Terms:
1106532
Capital Markets.
LC Class. No.: HB172.5
Dewey Class. No.: 339
Foreign Exchange = Practical Asset Pricing and Macroeconomic Theory /
LDR
:04203nam a22003975i 4500
001
1094630
003
DE-He213
005
20220222193635.0
007
cr nn 008mamaa
008
221228s2022 sz | s |||| 0|eng d
020
$a
9783030935559
$9
978-3-030-93555-9
024
7
$a
10.1007/978-3-030-93555-9
$2
doi
035
$a
978-3-030-93555-9
050
4
$a
HB172.5
072
7
$a
KCB
$2
bicssc
072
7
$a
BUS039000
$2
bisacsh
072
7
$a
KCB
$2
thema
082
0 4
$a
339
$2
23
100
1
$a
Iqbal, Adam S.
$e
author.
$4
aut
$4
http://id.loc.gov/vocabulary/relators/aut
$3
1402784
245
1 0
$a
Foreign Exchange
$h
[electronic resource] :
$b
Practical Asset Pricing and Macroeconomic Theory /
$c
by Adam S. Iqbal.
250
$a
1st ed. 2022.
264
1
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Palgrave Macmillan,
$c
2022.
300
$a
XVII, 241 p. 54 illus., 51 illus. in color.
$b
online resource.
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
347
$a
text file
$b
PDF
$2
rda
505
0
$a
Chapter 1; Risk Premiums -- Chapter 2: FX Forwards and the Carry Trade -- Chapter 3; Exchange Rates, Interest Rates, Inflation and the Risk Premium -- Chapter 4; The Mundell Fleming Model of the Exchange Rate -- Chapter 5: Valuation Models (PPP, DEER, FEER)? -- Chapter 6: What Drives Inflation and How Do Central Banks Control It? -- Chapter 7: Analogous Frameworks for Equity Investments.
520
$a
“This book provides an exhaustive and even-handed review of the existing literature on exchange rate determination, along with a raft of fresh insights. The author provides a unique marriage of academic precision with an investor’s practical experience to deliver a rigorous yet intuitive application of asset-pricing theory to foreign exchange. Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory should become the canonical text on this subject.” —Nick Wilson, FX Portfolio Manager, Citadel “This new book is a treasure trove. Iqbal presents a practical and useful framework that includes various macroeconomic and monetary economic concepts relating to foreign exchange, such as risk premiums, interest rates, and inflation. Many real-world examples illustrate how these concepts relate to each other. I have enjoyed reading every page of this book and I strongly recommend it to academics, students, and indeed, anybody interested in how foreign exchange markets interact with macroeconomics.” —Johannes Ruf, Professor, London School of Economics “Iqbal’s Foreign Exchange diligently captures the intuition behind risk premia in FX markets and their theoretical underpinnings, whilst also being practically relevant for the reader. This book is an important and much needed foundational text for students, researchers, and practitioners alike who want to truly understand foreign exchange markets, their drivers and uncertainties, be it from risk premiums, macroeconomic, or monetary economic sources.” —Dr. Farouk Jivraj, Head of Alternative Risk Premia, Fidelity Investments “In an age when foreign exchange has increasingly become the turf of high frequency algo traders rather than fundamental investors, Adam Iqbal's book provides an excellent and comprehensive overview of an asset class that, given the rising macro-economic volatility, is likely to regain its characteristics as prime instrument for hedging and thematic macro expression. By approaching foreign exchange via the risk premium conceptual framework, Adam is equipping the reader to identify dislocations and opportunities in a rapidly changing world. With the right balance of theory and practice, Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory is accessible and should be of interest to both academic and professional readers.” —Borislav Vladimirov, Managing Director, Macro Strategist, Goldman Sachs.
650
2 4
$a
Capital Markets.
$3
1106532
650
2 4
$a
Financial Economics.
$3
669216
650
1 4
$a
Macroeconomics and Monetary Economics.
$3
1365903
650
0
$a
Capital market.
$3
556702
650
0
$a
Finance.
$3
559073
650
0
$a
Macroeconomics.
$3
554837
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer Nature eBook
776
0 8
$i
Printed edition:
$z
9783030935542
776
0 8
$i
Printed edition:
$z
9783030935566
776
0 8
$i
Printed edition:
$z
9783030935573
856
4 0
$u
https://doi.org/10.1007/978-3-030-93555-9
912
$a
ZDB-2-ECF
912
$a
ZDB-2-SXEF
950
$a
Economics and Finance (SpringerNature-41170)
950
$a
Economics and Finance (R0) (SpringerNature-43720)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入