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FX options and structured products Uwe Wystup.

By: Wystup, Uwe.
Series: Wiley finance series: Chichester, England Hoboken, NJ Wiley ©2006Description: xv, 323 páginas ilustrado 26 cm. + Un Disco Compacto (CD-ROM).ISBN: 0470011459; 9780470011454.Other title: Foreign exchange options and structured products.Subject(s): Foreign exchange options | Structured notes (securities) | Derivative securities | Opción de tipo de cambio (opción fx) | Notas estructuradas (valores) | Valor derivadoDDC classification: 332.45 Online resources: Table of contents only
Contents:
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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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.45 / W995f (Browse shelf) Ej.1 Available 8000022251
CD Texto (Eliminar) CD Texto (Eliminar) Biblioteca Central
Digital 332.45 / W995f (Browse shelf) Ej.2 Available 900000002228
Total holds: 0

Incluye referencias bibliográficas (p. [313]-317) e índice.

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.

El CD-ROM para ser consultado en la Biblioteca Electrónica.

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