Options on Foreign Exchange

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Options on Foreign Exchange

By: David DeRosa

Normal price: 37.97
Our price: 34.17 + postage
Bargain: save £3.8 !

Product code: 13706
ISBN: 0471316415
240 pages
Format: Pb
Published by: John Wiley & Sons, 2000, 2nd edition
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Description of Options on Foreign Exchange
It is well known that foreign exchange is the world's largest financial market. What is less well known is that the market for currency options and other derivatives on foreign exchange is also massive and still growing.

This book has been written for end users of currency options and newcomers to the field of foreign exchange. It employs the real-world terminology of the foreign exchange market whenever possible so that readers can make a smooth transition from the text to actual market practice.

The opening chapters present a substantive discussion on the spot and forward foreign exchange market and the mechanics of trading currency options. Next, attention turns to the pervasive Black-Scholes-Merton option pricing model as applied to currency options. An examination of currency futures options follows. The final chapters are devoted to exotic currency options, with special attention given to a variety of barrier currency options. Average rate, compound, basket, and quantos currency options are also covered.

Options on Foreign Exchange, Second Edition is written for traders, corporate treasurers, risk managers, and students of financial markets.

Options on Foreign Exchange - Chapter headings
Introduction to the Currency Option Market

Foreign Exchange Basics

Trading Currency Options

European Currency Options

European Currency Option Analytics

Volatility

American Exercise Currency Options

Currency Futures Options

Barrier Currency Options

Nonbarrier Exotic Currency Options

Bibliography

Index

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Jerome L. Stein, Polly Reynolds Allen
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Heinz Riehl
1998 - McGraw-Hill Professional

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