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US import, usually ships within 20 working days
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- Product code: 13706
- ISBN: 0471316415,
ISBN13: 9780471316411,
240 pages, paperback
Published by John Wiley & Sons Inc on 2000
, 2nd Revised edition Rate this book...
Rating: 0.0/5 (0 votes cast)
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Description of Options on Foreign Exchange |
Your A to Z Guide to the World's Largest Option Market "A clearly written manual that flows smoothly. Whether you have 20 years of experience in the FX options markets or none, you will learn something interesting from reading this book. Highly recommended for both traders and non--traders." Adam Kreysar, Global Head FX Options Warburg Dillon Read "DeRosa presents technical material with a minimum of technical fuss. Filtered through his scholarship and practical trading experience, up--to--date topics such as exotic options, forward volatilities, and the volatility smile become accessible. The book will be extremely useful to asset managers and risk managers." Allan M. Malz, Partner The RiskMetrics Group "This new edition of Options on Foreign Exchange provides an exhaustive review of the literature on currency options, in addition to covering the practical aspects of the business. It is greatly pedagogical and well written--as can be expected from David DeRosa." Nassim Taleb, President Empirica Capital LLC
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Contents of Options on Foreign Exchange |
Introduction to the Currency Option Market
Foreign Exchange Basics
Trading Currency Options
European Currency Options
European Currency Option Analytics
Volatility
American Exercise Currency Options
Currency Futures Options
Barrier Currency Options
Nonbarrier Exotic Currency Options
Bibliography
Index
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About David F. Derosa |
DAVID F. DEROSA is President of DeRosa Research and Trading, Inc. and Adjunct Professor of Finance at the Yale School of Management. He has worked at a number of Wall Street asset management firms and has traded foreign exchange for Swiss Bank Corporation, New York. DeRosa received his PhD in finance and economics from the Graduate School of Business of the University of Chicago. He is the editor of Currency Derivatives (Wiley), and the author of Managing Foreign Exchange Risk. DeRosa also contributes columns on international finance to Bloomberg News.
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