Options on foreign exchange PDF
By:David F. DeRosa
Published on 1992-03-01 by McGraw-Hill
It is well known that foreign exchange is the world's largest financial market. What is less well known is that the market for currency options and other derivatives on foreign exchange is also massive and still growing. 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. The opening chapters present a substantive discussion of the spot and forward foreign exchange market and the mechanics of trading currency options. Next, attention turns to the pervasive Black-Scholes-Merton option pricing model as applied to currency options. An examination of currency futures options follows. The final chapters are devoted to exotic currency options, with special attention given to a variety of barrier currency options. Average rate, compound, basket, and quantos currency options are also covered. Options on Foreign Exchange, Second Edition is written for traders, corporate treasurers, risk managers, and students of financial markets.
This Book was ranked at 36 by Google Books for keyword Investing Futures Business Money.
Book ID of Options on foreign exchange's Books is FbYsAQAAIAAJ, Book which was written byDavid F. DeRosahave ETAG "UAgwn+pKyUw"
Book which was published by McGraw-Hill since 1992-03-01 have ISBNs, ISBN 13 Code is 9781557382498 and ISBN 10 Code is 1557382492
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Book which have "272 Pages" is Printed at BOOK under CategoryBusiness and Economics
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