Wystup, Uwe.
FX options and structured products Foreign exchange options and structured products Uwe Wystup. - xv, 323 páginas ilustrado 26 cm. + Un Disco Compacto (CD-ROM) - [Wiley finance] . - Wiley finance series .
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.
0470011459 9780470011454
Foreign exchange options.
Structured notes (securities)
Derivative securities
Opción de tipo de cambio (opción fx)
Notas estructuradas (valores)
Valor derivado
332.45 / W995f
FX options and structured products Foreign exchange options and structured products Uwe Wystup. - xv, 323 páginas ilustrado 26 cm. + Un Disco Compacto (CD-ROM) - [Wiley finance] . - Wiley finance series .
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.
0470011459 9780470011454
Foreign exchange options.
Structured notes (securities)
Derivative securities
Opción de tipo de cambio (opción fx)
Notas estructuradas (valores)
Valor derivado
332.45 / W995f