Currency Overlay (The Wiley Finance Series)
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Overlaying Different Asset Classes. Is the Currency Market Efficient?
Active Currency Overlay? Management Styles. Evidence of Performance. Implementing Currency Overlay. Looking Ahead. Appendix 1. Boundary Conditions for Forward Arbitrage. Appendix 2. Lognormal Returns.
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Appendix 3. Appendix 4. Sample Investment Guidelines.
In Stock. Rich Habits Poor Habits. Her group was responsible for the design, marketing and maintenance of currency overlay strategies, and the provision of bespoke research to Bank clients, supporting internal marketing. At Citi, she is closely involved in both these areas, working with marketers and clients to uptier relationships. Jessica is well known for her research, with several books to her credit and a regular publication record in the financial press.
Common Stochastic Trends Among Asian Currencies: Evidence for Japan, Aseans, and the Asian Tigers
Additionally, she teaches a number of financial mathematics courses and sits on the board of the Journal of Quantitative Finance, and the ICBI finance conference board. She has participated in several government Task Forces and is involved with the Institute of Physics as a member of their governing body and a member of their Industry and Business Board.
Appendix 3. Appendix 4. Sample Investment Guidelines. Financial Trading and Investing. Edition No. Safe Haven. The Wiley Finance Series.
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