The Pricing of Dollar-denominated Yen/DM Warrants PDF Download
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Author: Ajay Dravid
Publisher:
ISBN:
Category :
Languages : en
Pages : 52
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Book Description
Author: Ajay Dravid
Publisher:
ISBN:
Category :
Languages : en
Pages : 52
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 774
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Book Description
Earlier place of publication varies.
Author: George C. Philippatos
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 618
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Book Description
Author: David F. DeRosa
Publisher: John Wiley & Sons
ISBN: 1118097564
Category : Business & Economics
Languages : en
Pages : 290
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Book Description
A comprehensive guide to the world's largest financial market Foreign exchange is the world's largest financial market and continues to grow at a rapid pace. As economies intertwine and currencies fluctuate there is hardly a corporate entity that doesn't need to use options on foreign exchange to hedge risk or increase returns. Moreover, currency options, both vanilla and exotic, are part of standard toolkit of professional portfolio managers and hedge funds. Written by a practitioner with real-world experience in this field, the Third Edition of Options on Foreign Exchange opens with a substantive discussion of the spot and forward foreign exchange market and the mechanics of trading currency options. The Black-Scholes-Merton option-pricing model as applied to currency options is also covered, along with an examination of currency futures options. Throughout the book, author David DeRosa addresses the essential elements of this discipline and prepares you for the various challenges you could face. Updates new developments in the foreign exchange markets, particularly regarding the volatility surface Includes expanded coverage of the currency crises and capital controls, electronic trading, forward contracts, exotic options, and more Employs real-world terminology so you can a firm understanding of this dynamic marketplace The only way to truly succeed in today's foreign exchange market is by becoming more familiar with currency options. The Third Edition of Options on Foreign Exchange will help you achieve this goal and put you in better position to make more profitable decisions in this arena.
Author: Marco Avellaneda
Publisher: World Scientific
ISBN: 9814495212
Category : Business & Economics
Languages : en
Pages : 387
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Book Description
This invaluable book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc.
Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 926
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Book Description
Author: Ajay Dravid
Publisher:
ISBN:
Category :
Languages : en
Pages : 54
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Book Description
Author: American Economic Association
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 1462
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Book Description
Author:
Publisher:
ISBN:
Category : Banks and banking, International
Languages : en
Pages : 974
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Book Description
Author: David F. DeRosa
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 332
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Book Description
This is an expanded and enhanced edition of the popular Managing Foreign Exchange Risk which first appeared in 1990. Students of finance, traders, institutional investors and corporate treasurers commend the book for its even balance between theory and applications. Practitioners praise its clear explanation of currency derivatives theory. Students of finance appreciate that the book is infused with actual foreign exchange market conventions and real-world numerical examples. This second edition has been greatly expanded with materials on the mechanics of the foreign exchange and options markets. The sections on the international monetary system have been updated, especially with respect to the European monetary system. New sections have been added on exotic currency options, specifically on barriers, average rate, basket and quantos options. There are two new chapters, one on currency option applications and another on currency overlay management.
