Options on foreign exchange
著者
書誌事項
Options on foreign exchange
（Wiley series in financial engineering）
J. Wiley, c2000
2nd ed
大学図書館所蔵 件 / 全15件
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注記
Includes bibliographical references (p. 207-216) and index
内容説明・目次
内容説明
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
目次
- 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.
「Nielsen BookData」 より
