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Book Cover
Book
Author DeRosa, David F.

Title Options on foreign exchange / David F. DeRosa
Edition Second edition
Published New York ; Chichester : Wiley, [2000]
©2000

Copies

Location Call no. Vol. Availability
 MELB  332.645 Der/Oof 2000  AVAILABLE
Description xiii,222 pages : illustrations ; 24 cm
Series Wiley trading advantage series
Wiley series in financial engineering.
Contents 1. Introduction to the Currency Option Market -- 2. Foreign Exchange Basics -- 3. Trading Currency Options -- 4. European Currency Options -- 5. European Currency Option Analytics -- 6. Volatility -- 7. American Exercise Currency Options -- 8. Currency Futures Options -- 9. Barrier Currency Options -- 10. Nonbarrier Exotic Currency Options
Summary "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" "Options on Foreign Exchange, Second Edition is written for traders, corporate treasures, risk managers, and students of financial markets."--BOOK JACKET
Notes Previous ed.: 1992
Bibliography Includes bibliographical references and index
Subject Foreign exchange futures.
Hedging (Finance)
Options (Finance)
LC no. 99038491
ISBN 0471316415