PONDICHERRY UNIVERSITY
(A Central University)
DIRECTORATE OF DISTANCE EDUCATION
Forex Management and Currency
Derivatives
Paper Code : MBIB 4005
MBA - INTERNATIONAL BUSINESS
IV - Semester
,Authors
• Prof. S. Prakash
• Prof. rajesh Chaudhury
• Prof. Udhaya Kumar
• Prof. Kesawaram
• Prof. Pramod Kumar
All Rights Reserved
For Private Circulation Only
, Table of contents
Unit LESSON Title Page No.
1.1 Foreign Exchange Market 3
I 1.2 Transaction in Interbank Market 12
1.3 Transaction in Foreign Exchange Market 22
2.1 Exchange Rates 39
II 2.2 Determinant of Exchange Rates 56
2.3 Exchange Controls 67
3.1 Foreign Exchange Transactions 77
III
3.2 Merchant Rates and Interbank Transactions 95
IV 4.1 Forex Management and Currency Derivatives 127
5.1 Currency Derivatives 165
5.2 Currency Options 177
V
5.3 SWAPS 186
5.4 The Interest Rate SWAP 198
,
(A Central University)
DIRECTORATE OF DISTANCE EDUCATION
Forex Management and Currency
Derivatives
Paper Code : MBIB 4005
MBA - INTERNATIONAL BUSINESS
IV - Semester
,Authors
• Prof. S. Prakash
• Prof. rajesh Chaudhury
• Prof. Udhaya Kumar
• Prof. Kesawaram
• Prof. Pramod Kumar
All Rights Reserved
For Private Circulation Only
, Table of contents
Unit LESSON Title Page No.
1.1 Foreign Exchange Market 3
I 1.2 Transaction in Interbank Market 12
1.3 Transaction in Foreign Exchange Market 22
2.1 Exchange Rates 39
II 2.2 Determinant of Exchange Rates 56
2.3 Exchange Controls 67
3.1 Foreign Exchange Transactions 77
III
3.2 Merchant Rates and Interbank Transactions 95
IV 4.1 Forex Management and Currency Derivatives 127
5.1 Currency Derivatives 165
5.2 Currency Options 177
V
5.3 SWAPS 186
5.4 The Interest Rate SWAP 198
,
