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E-book
Author James, Jessica, 1968-

Title FX option performance : an analysis of the value delivered by FX options since the start of the market / Jessica James, Jonathan Fullwood, Peter Billington
Published Chichester, West Sussex, United Kingdom : John Wiley and Sons Ltd., 2015

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Description 1 online resource
Contents Introduction -- The FX Option Market: How Options Are Traded and What That Implies for Option Value -- It Is All About the Data -- At-the-Money-Forward (ATMF) Options -- Out-of-the-Money (OTM) Options: Do Supposedly 'Cheap' OTM Options Offer Good Value? -- G10 vs EM Currency Pairs -- Trading Strategies -- Summary -- Appendix -- Glossary -- Index
Summary "Get the little known - yet crucial - facts about FX optionsDaily turnover in FX options is an estimated U.S. $ 207 billion, but many fundamental facts about this huge and liquid market are generally unknown. FX Option Performance provides the information practitioners need to be more effective in the market, with detailed, specific guidance. This book is a unique and practical guide to option trading, with the courage to report how much these contracts have really made or lost. Breaking free from the typical focus on theories and generalities, this book gets specific - travelling back in history to show exactly how options performed in different markets and thereby helping investors and hedgers alike make more informed decisions. Not overly technical, the rigorous approach remains accessible to anyone with an interest in the area, showing investors where to look for value and helping corporations hedge their FX exposures. FX Option Performance begins with a quick and practical introduction to the FX option market, then provides specific advice toward structures, performance, rate fluctuation, and trading strategies. The ancillary website supplies additional information, pointing readers toward the tools that allow them to recreate some of the strategies themselves. Examine the historical payoffs to the most popular and liquidly traded options Learn which options are overvalued and which are undervalued Discover surprising, generally unpublished facts about emerging markets Examine systemic option trading strategies to find what works and what doesn't On average, do options result in profit, loss, or breaking even? How can corporations more cost-effectively hedge their exposure to emerging markets? Are cheap out-of-the-money options worth it? This book provides concrete answers to these questions and more, showing how general consensus runs counter to the actual numbers. For the interested investor, FX Option Performance is a valuable guide"-- Provided by publisher
Notes Includes index
Bibliography Includes bibliographical references at the end of each chapters and index
Notes Print version record and CIP data provided by publisher
Subject Options (Finance)
BUSINESS & ECONOMICS -- Finance.
Options (Finance)
Form Electronic book
Author Fullwood, Jonathan, 1976-
Billington, Peter, 1948-
LC no. 2015003801
ISBN 9781118793275
1118793277
9781118793268
1118793269
9781118793251
1118793250
1118793285
9781118793282