IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-642-00100-0_12.html
   My bibliography  Save this book chapter

Currency Futures

In: The Economics of Foreign Exchange and Global Finance

Author

Listed:
  • Peijie Wang

    (University of Hull, Business School)

Abstract

This chapter and the next two chapters introduce major financial derivatives used for financial risk management and, in particular, for foreign exchange risk management. Futures are in many ways similar to forwards, the primary distinction being that the former is exchange traded standardised contract and the latter is an OTC product that may be negotiated or tailored to meet the specific needs of the parties involved. However, there is no such contrast for other major derivatives, such as options and swaps – they can be exchange traded and OTC. e.g., an exchange traded option does not distinguish from its OTC counterpart with a different name, unlike futures and forwards, they are both called options.

Suggested Citation

  • Peijie Wang, 2009. "Currency Futures," Springer Books, in: The Economics of Foreign Exchange and Global Finance, chapter 12, pages 1-15, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-00100-0_12
    DOI: 10.1007/978-3-642-00100-0_12
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-642-00100-0_12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.