Book Description
This title provides all the essential quantitative tools for foreign exchange options in an understandable and logical manner. It covers the financial management of foreign exchange risk together with analysis of different methods for mitigating and controlling cross-currency price differentials. The authors show how both market risk and model risk can be managed by choosing a suitable price model and highlight leading qualitative research concerned primarily with FX derivatives.
Editorial Reviews
Review
"An asset to the market practitioner who has or intends to have dealings with the foreign exchange derivatives markets." -- Pierre Lequeux, Head of Currency Management, ABN AMRO Asset Management Ltd
"An excellent source for learning modern tools as well as market practices and conventions." -- Salih N. Neftci, Graduate School, CUNY, New York, and Head FAME Certificate, Switzerland
"Refreshingly fluid and accurate... The 27 chapters of this book will contribute toward a finer knowledge of this specialised field." --Pierre Lequeux, Head of Currency Management, ABN AMRO Asset Management Ltd
"This one book, in a nutshell, defines the state of the art." -- Glyn Holton, Contingency Analysis
An excellent source for learning modern tools as well as market practices and conventions. A treasure chest... at the end. -- Salih N. Neftci, Graduate School, CUNY, New York, and Head FAME Certificate, Switzerland
This one book, in a nutshell, defines the state of the art. -- Glyn Holton, Contingency Analysis, April 2002
"An excellent source for learning modern tools as well as market practices and conventions." -- Salih N. Neftci, Graduate School, CUNY, New York, and Head FAME Certificate, Switzerland
"Refreshingly fluid and accurate... The 27 chapters of this book will contribute toward a finer knowledge of this specialised field." --Pierre Lequeux, Head of Currency Management, ABN AMRO Asset Management Ltd
"This one book, in a nutshell, defines the state of the art." -- Glyn Holton, Contingency Analysis
An excellent source for learning modern tools as well as market practices and conventions. A treasure chest... at the end. -- Salih N. Neftci, Graduate School, CUNY, New York, and Head FAME Certificate, Switzerland
This one book, in a nutshell, defines the state of the art. -- Glyn Holton, Contingency Analysis, April 2002
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