FX options and structured products
By: Uwe Wystup.
Series: Wiley finance; Wiley finance series
Publisher: Wiley
Published: 2006
Place of publication: Chichester, England; Hoboken, NJ
Language: eng
Number of pages: 323
ISBN-13: 9780470011454
Subjects: Foreign exchange options.; Structured notes (Securities); Derivative securities.
Other titles: Foreign exchange options and structured products
Notes: Includes bibliographical references (p. [313]-317) and index.
Table of contents: title: Foreign exchange options; title: A journey through the history of options; title: Technical issues for vanilla options; title: Volatility; title: Basic strategies containing vanilla options; title: First generation exotics; title: Second generation exotics; title: Structured products; title: Forward products; title: Series of strategies; title: Deposits and loans; title: Interest rate and cross currency swaps; title: Participation notes; title: Hybrid FX products; title: Practical matters; title: The traders' rule of thumb; title: Bid-ask spreads; title: Settlement; title: On the cost of delayed fixing announcements; title: Hedge accounting under IAS 39; title: Financial instruments; title: Evaluation of financial instruments; title: Hedge accounting; title: methods for testing hedge effectiveness; title: Testing for effectiveness : a case study of the forward plus; title: Foreign exchange markets; title: A tour through the market; title: Software and system requirements; title: Trading and sales.