FX options and structured products Uwe Wystup

Por: Idioma: Inglés Series Detalles de publicación: Chichester (West Sussex, Inglaterra) Wiley 2006Descripción: xv, 323 páginas ilustraciones, cuadros, gráficasISBN:
  • 0470011459
  • 9780470011454
Otro título:
  • Foreign exchange options and structured products
Tema(s):
Contenidos:
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.
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Existencias
Imagen de cubierta Tipo de ítem Biblioteca actual Biblioteca de origen Colección Ubicación en estantería Signatura topográfica Materiales especificados Info Vol URL Copia número Estado Notas Fecha de vencimiento Código de barras Reserva de ítems Prioridad de la cola de reserva de ejemplar Reservas para cursos
Libro Claustro Mezanine Libro 332.45 W995f (Navegar estantería(Abre debajo)) Ej.3 Disponible Spot Finanzas 100141708
Libro Claustro Mezanine Libro R 332.45 W995f (Navegar estantería(Abre debajo)) Ej.2 Disponible Spot Finanzas 100141707
Libro Claustro Mezanine Libro 332.45 W995f (Navegar estantería(Abre debajo)) Ej.1 Disponible Spot Finanzas 100141591
Total de reservas: 0

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.

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