Options on foreign exchange
"A comprehensive guide to the world's largest financial market. Foreign exchange is the world's largest financial market and continues to grow at a rapid pace. As economies intertwine and currencies fluctuate there is hardly a corporate entity that doesn't need to use options on...
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Main Authors: | |
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Published: |
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Literature type: | Electronic eBook |
Language: | English |
Edition: | 3rd ed. |
Series: |
Wiley finance series
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Subjects: | |
Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781118266953 |
Summary: |
"A comprehensive guide to the world's largest financial market. Foreign exchange is the world's largest financial market and continues to grow at a rapid pace. As economies intertwine and currencies fluctuate there is hardly a corporate entity that doesn't need to use options on foreign exchange to hedge risk or increase returns. Moreover, currency options, both vanilla and exotic, are part of standard toolkit of professional portfolio managers and hedge funds. Written by a practitioner with real-world experience in this field, the Third Edition of Options on Foreign Exchange opens with a su |
Carrier Form: | 1 online resource (xiii, 267 p.) : ill. |
Bibliography: | Includes bibliographical references and index. |
ISBN: |
9781118266953 (electronic bk.) 1118266951 (electronic bk.) 9781118097557 (electronic bk.) 1118097556 (electronic bk.) |
Index Number: | HG6024 |
CLC: | F830.92 |
Contents: | Options onForeignExchange; Contents; Preface; What's New to This Edition; Before You Begin; Acknowledgments; CHAPTER 1 Foreign Exchange Basics; CHAPTER 2 Trading Currency Options; CHAPTER 3 Valuation of European Currency Options; CHAPTER 4 European Currency Option Analytics; CHAPTER 5 Volatility; CHAPTER 6 American Exercise Currency Options; CHAPTER 7 Currency Futures Options; CHAPTER 8 Barrier and Binary Currency Options; CHAPTER 9 Advanced Option Models; CHAPTER 10 Non-Barrier Exotic Currency Options; Bibliography; Index. |