OPTIONS ON FOREIGN EXCHANGE.

DEROSA, David F.

ISBN 10: 1557382492 / ISBN 13: 9781557382498

Published by Probus Publishing Company., USA,, 1992

About this Item

24 x 16 cm., 272 pag. Escrito a boligrafo en la pagina de cortesia, y con un rayon en la ultima pagina. Simil piel con sobrecubierta, buen estado de conservacion.

Seller Inventory # 1901

Bibliographic Details

• Title: OPTIONS ON FOREIGN EXCHANGE.
• Publisher: Probus Publishing Company., USA,
• Publication Date: 1992
• ISBN 10: 1557382492
• ISBN 13: 9781557382498
• Dust Jacket Condition: Dust Jacket Included

About this title

Synopsis

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 foreign exchange to hedge risk or increase returns. Moreover, currency options, both vanilla and exotic, are part of standard toolkit of professional portfolio managers and hedge funds.

Written by a practitioner with real-world experience in this field, the Third Edition of Options on Foreign Exchange opens with a substantive discussion of the spot and forward foreign exchange market and the mechanics of trading currency options. The Black-Scholes-Merton option-pricing model as applied to currency options is also covered, along with an examination of currency futures options. Throughout the book, author David DeRosa addresses the essential elements of this discipline and prepares you for the various challenges you could face.

• Updates new developments in the foreign exchange markets, particularly regarding the volatility surface
• Includes expanded coverage of the currency crises and capital controls, electronic trading, forward contracts, exotic options, and more
• Employs real-world terminology so you can a firm understanding of this dynamic marketplace

The only way to truly succeed in today's foreign exchange market is by becoming more familiar with currency options. The Third Edition of Options on Foreign Exchange will help you achieve this goal and put you in better position to make more profitable decisions in this arena.

About the Author

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide