Options on foreign exchange / David F. DeRosa.

"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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Bibliographic Details
Online Access: Full Text (via O'Reilly/Safari)
Main Author: DeRosa, David F.
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2011.
Edition:3rd ed.
Series:Wiley finance series
Subjects:
Table of 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.