Author: Ajay DravidPublisher:
ISBN:
Category :
Languages : en
Pages : 52
Book Description
The Pricing of Dollar-denominated Yen/DM Warrants
Journal of International Money and Finance
Author: Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 774
Book Description
Earlier place of publication varies.
International Securities
Author: George C. PhilippatosPublisher:
ISBN:
Category : Finance
Languages : en
Pages : 618
Book Description
Options on Foreign Exchange
Author: David F. DeRosaPublisher: John Wiley & Sons
ISBN: 1118097564
Category : Business & Economics
Languages : en
Pages : 290
Book Description
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.
Quantitative Analysis in Financial Markets
Author: Marco AvellanedaPublisher: World Scientific
ISBN: 9789810237899
Category : Business & Economics
Languages : en
Pages : 390
Book Description
This volume contains lectures delivered at the Seminar in Mathematical Finance at the Courant Institute, New York University. Subjects covered include: the emerging science of pricing and hedging derivative securities, managing financial risk, and price forecasting using statistics.
Foundations and Trends in Finance
Author: Options on Two Risky Assets
Author: Ajay DravidIndex of Economic Articles in Journals and Collective Volumes
Author: American Economic AssociationPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 1404
Book Description
Managing Foreign Exchange Risk
Author: David F. DeRosaPublisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 332
Book Description
This is an expanded and enhanced edition of the popular Managing Foreign Exchange Risk which first appeared in 1990. Students of finance, traders, institutional investors and corporate treasurers commend the book for its even balance between theory and applications. Practitioners praise its clear explanation of currency derivatives theory. Students of finance appreciate that the book is infused with actual foreign exchange market conventions and real-world numerical examples. This second edition has been greatly expanded with materials on the mechanics of the foreign exchange and options markets. The sections on the international monetary system have been updated, especially with respect to the European monetary system. New sections have been added on exotic currency options, specifically on barriers, average rate, basket and quantos options. There are two new chapters, one on currency option applications and another on currency overlay management.
International Financing Review
Author: Publisher:
ISBN:
Category : Banks and banking, International
Languages : en
Pages : 974
Book Description