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Options on Foreign Exchange, 2nd Edition

Options on Foreign Exchange, 2nd Edition

Author: David F. DeRosa
Publisher: John Wiley & Sons
ISBN: 9780471316411
Published In: January 2000
Format: Hardback , 240 pages
Jurisdiction: International ? Disclaimer:
Countri(es) stated herein are used as reference only

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Description
Contents
Author

Details

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

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.

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.