FX options and structured products
Foreign exchange options and structured products
Uwe Wystup
- Chichester (West Sussex, Inglaterra) Wiley 2006
- xv, 323 páginas ilustraciones, cuadros, gráficas
- Wiley finance .
Incluye referencias bibliográficas e índices
Foreign exchange options -- A journey through the history of options -- Technical issues for vanilla options -- Volatility -- Basic strategies containing vanilla options -- First generation exotics -- Second generation exotics -- Structured products -- Forward products -- Series of strategies -- Deposits and loans -- Interest rate and cross currency swaps -- Participation notes -- Hybrid FX products -- Practical matters -- The traders' rule of thumb -- Bid-ask spreads -- Settlement -- On the cost of delayed fixing announcements -- Hedge accounting under IAS 39 -- Financial instruments -- Evaluation of financial instruments -- Hedge accounting -- methods for testing hedge effectiveness -- Testing for effectiveness : a case study of the forward plus -- Foreign exchange markets -- A tour through the market -- Software and system requirements -- Trading and sales.
0470011459 9780470011454
Divisas Economía internacional Política monetaria Cambio exterior