Résumé
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 of 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.
"A clearly written manual that flows smoothly. Whether
you have 20 years of experience in the FX options markets
or none, you will learn something interesting from reading
this book. Highly recommended for both traders and
non-traders."
Adam Kreysar, Global Head FX Options
Warburg Dillon Read
"DeRosa presents technical material with a minimum of
technical fuss. Filtered through his scholarship and
practical trading experience, up-to-date topics such as
exotic options, forward volatilities, and the volatility
smile become accessible.The book will be extremely useful
to asset managers and risk managers."
Allan M. MaIz, Partner
The RiskMetrics Group
"This new edition of Options on Foreign Exchange provides
an exhaustive review of the literature on currency options,
in addition to covering the practical aspects of the
business. It is greatly pedagogical and well written-as can
be expected from David De Rosa." Nassim Taleb,
President
Empirica Capital LLC
L'auteur - David De Rosa
President of DeRosa research and Trading, Inc. and Adjunct Professor of Finance at the Yale School of Management. He has worked at a number of Wall Street asset management firms and has traded foreign exchange for Swiss Bank Corporation, New York. DeRosa received his PhD in finance and economics from the Graduate School of Business of the University of Chicago. He is the editor of Currency Derivatives (Wiley), and the author of Managing Foreign Exchange RisA. DeRosa also contributes columns on international finance to Bloomberg News
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Wiley |
| Auteur(s) | David De Rosa |
| Parution | 01/01/2000 |
| Édition | 3eme édition |
| Nb. de pages | 222 |
| Format | 16 x 24 |
| Poids | 350g |
| EAN13 | 9780471316411 |
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