000			02459cam a2200289 a 4500
001			16667316
003			BD-DhUL
005			20190128091426.0
008			110225s2011 njua b 001 0 eng
010			_a 2011008886
020			_a9780470239773 (hbk)
040			_aDLC _cDLC _dDLC _dBD-DhUL
050	0	0	_bD474 2011
082	0	0	_a332.6453 _222 _bDEO
084			_2bisacsh
100	1		_aDeRosa, David F.
245	1	0	_aOptions on foreign exchange / _cDavid F. DeRosa.
250			_a3rd ed.
260			_aHoboken, N.J. : _bWiley, _cc2011.
300			_axiii, 287 p. : _bill. ; _c24 cm.
490	0		_aWiley finance series
504			_aIncludes bibliographical references and index.
520			_a"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"-- _cProvided by publisher.
650		0	_aOptions (Finance)
650		0	_aForeign exchange futures.
942			_2ddc _cBK
999			_c66996 _d66996