Options on Foreign Exchange.

Format:

Book

Author/Creator:

DeRosa, David F.

Series:

Wiley Finance

Wiley Finance ; v.437

Language:

English

Subjects (All):

BUSINESS & ECONOMICS / Finance.

Foreign exchange futures.

Hedging (Finance).

Options (Finance).

Local Subjects:

BUSINESS & ECONOMICS / Finance.

Foreign exchange futures.

Hedging (Finance).

Options (Finance).

Physical Description:

1 online resource (285 p.)

Edition:

3rd ed.

Place of Publication:

Chichester : Wiley, 2011.

Language Note:

English

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 Exchang

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

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 253-262) and index.

ISBN:

1-283-17673-4

9786613176738

1-118-26695-1

1-118-09755-6

OCLC:

747412474