Электронная книга: David DeRosa F. «Options on Foreign Exchange»

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 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 substantive discussion of the spot and forward foreign exchange market and the mechanics of trading currency options. The Black-Scholes-Merton option-pricing model as applied to currency options is also covered, along with an examination of currency futures options. Throughout the book, author David DeRosa addresses the essential elements of this discipline and prepares you for the various challenges you could face. Updates new developments in the foreign exchange markets, particularly regarding the volatility surface Includes expanded coverage of the currency crises and capital controls, electronic trading, forward contracts, exotic options, and more Employs real-world terminology so you can a firm understanding of this dynamic marketplace The only way to truly succeed in today's foreign exchange market is by becoming more familiar with currency options. The Third Edition of Options on Foreign Exchange will help you achieve this goal and put you in better position to make more profitable decisions in this arena.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9781118097557

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Другие книги автора:

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Foreign Exchange Operations. Master Trading Agreements, Settlement, and CollateralThe ultimate nuts-and-bolts guide to foreign exchange operations The foreign exchange landscape is particularly risky since so much of the world is unregulated and takes place over the counter (off… — John Wiley&Sons Limited (USD), электронная книга Подробнее...6829.15электронная книга

См. также в других словарях:

  • Foreign-exchange option — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibility Dollarization Fixed exchange rate Floating exchange rate Linked exchange rate Managed float regime Markets Foreign exchange market Futures… …   Wikipedia

  • Foreign exchange market — Forex redirects here. For the football club, see FC Forex Braşov. Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibility Dollarization Fixed exchange rate Floating exchange rate Linked exchange… …   Wikipedia

  • Foreign exchange option — In finance, a foreign exchange option (commonly shortened to just FX option or currency option) is a derivative financial instrument where the owner has the right but not the obligation to exchange money denominated in one currency into another… …   Wikipedia

  • Foreign exchange hedge — A way for companies to eliminate foreign exchange (FOREX) risk when dealing in foreign currencies. This can be done using either the cash flow or the fair value method. The accounting rules for this are addressed by both the International… …   Wikipedia

  • foreign-exchange market — An international market in which foreign currencies are traded. It consists primarily of foreign exchange dealers employed by commercial banks (acting as principals) and foreign exchange brokers (acting as intermediaries). Although tight exchange …   Big dictionary of business and management

  • Retail Foreign Exchange Dealer - RFED — An individual or organization that acts as a counterparty to an over the counter foreign currency transaction where buying and selling of financial instruments does not involve any of the exchanges. Retail foreign exchange dealers (RFED) complete …   Investment dictionary

  • Equity Linked Foreign Exchange Option - ELF-X — A put or call option that protects an investor from foreign exchange risk for a future sale or purchase of a specified foreign equity portfolio. ELF X options are a combination of a currency option and an equity forward contract. Should the… …   Investment dictionary

  • Exchange rate — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibility Dollarization Fixed exchange rate Floating exchange rate Linked exchange rate Managed float regime Markets Foreign exchange market Futures… …   Wikipedia

  • Options strategies — can favor movements in the underlying that are bullish, bearish or neutral. In the case of neutral strategies, they can be further classified into those that are bullish on volatility and those that are bearish on volatility. The option positions …   Wikipedia

  • Exchange — may mean: * Trade or barter, the voluntary exchange of goods and/or services * Social exchange * Student exchange program or high school exchange * Exchange rule, from Mathematical Logic * The exchange (chess), the value difference between rook… …   Wikipedia

  • exchange — An association of persons who participate in the business of buying or selling futures contracts or futures options. A forum or place where traders gather to buy or sell economic goods. With the advent of the computerized exchange, it is… …   Financial and business terms


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