Foreign Exchange Options

An International Guide to Currency Options, Trading and Practice

Gebonden Engels 1998 9781855732537
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Since the first edition of Foreign Exchange Options in 1993, trading in foreign exchange options has undergone rapid expansion and now accounts for a daily turnover of some $100 billion world-wide. This revised and expanded second edition takes into account recent changes in both market practice and regulatory requirements and contains many new explanatory diagrams and practical examples.

As with the first edition, the emphasis is on practicality, taking the reader through the basics, clarifying jargon when and where appropriate. This book will be invaluable for accountants, auditors, experienced practitioners and those entering the world of currency options for the first time.

Specificaties

ISBN13:9781855732537
Taal:Engels
Bindwijze:Gebonden

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Inhoudsopgave

The basics; The marketplace; Option characteristics; Put-call parity; Option combinations; Option pricing; Option trading risk; Hedging and trading a portfolio of options; Hedging and trading a portfolio of options; OTC market practice; Management control of active portfolio; Regulatory controls; Terms and conditions covering foreign exchange options; Counterparty credit risk; Exotic options and the future.

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        Foreign Exchange Options