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FX Options Explained, Volume 1: Financial Engineering Explained

Autor Uwe Wystup
en Limba Engleză Paperback – 26 feb 2017
This is a series of four books on foreign exchange options and markets, written in sequence but as standalone texts. Based on the authors numerous years in the industry, and around his training courses at Mathfinance, volumes I-III present a self contained approach to a specific area within the foreign exchange universe, while volume IV looks at legal aspects and case studies.

Volume I is an introductory text, focusing on the basics of the FX business, markets and products. It provides an accessible introduction to FX for a range of practitioners, not limited to those in financial engineering roles.

Volume II takes practitioners to the next level by looking at more exotic structures and instruments. As the FX markets have developed, so to have the structures, and so this volume will break these complex instruments down and explain their various components.

Volume III will look at pricing FX options, introducing some of the most popular and less realized models, and their implementation.

Volume IV presents more of the legal aspects of the FX markets, focusing on real life case studies of key issues in the industry (such as litigation), and analyzing these from the perspective of the buy and sell side of the finance industry.

The author will host additional, free electronic resources on his website, mathfinance.com

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Specificații

ISBN-13: 9781137366979
ISBN-10: 1137366974
Pagini: 150
Editura: Palgrave MacMillan
Colecția Palgrave Macmillan
Seria Financial Engineering Explained

Locul publicării:Basingstoke, United Kingdom

Cuprins

1. Foreign Exchange – Spot, Currencies, Conventions, Trading Volumes
2. Transaction Classification
3. Investor Types (Treasurer/Speculator)
4. Market Data (Sources, Processing)
5. Forwards, Swaps
6. Vanilla Options and Vanilla Strategies
7. Volatility Smile Construction from Raw Data


Notă biografică

UWE WYSTUP is CEO of www.mathfinance.com, a global network of quants specializing in modeling and implementing Foreign Exchange Exotics. He has been working as Financial Engineer, Structurer and Consultant in FX Options Trading Teams of Citibank, UBS, Sal. Oppenheim and Commerzbank since 1992 and has become an internationally known FX Options expert in both Academia and Practice. Uwe holds a PhD in mathematical finance from Carnegie Mellon University and has been appointed a professor of Quantitative Finance at HfB-Business School of Finance and Management in Frankfurt, where he is in charge of the Master Program in Quantitative Finance.

Caracteristici

• Strong market appeal: the FX options market is huge and its range of participants broad. This book will appeal to new and existing market practitioners in a range of functions who need to understand how these markets really work, and how valuations are made.
• Uwe Wystup is a leading practitioner in FX: he brings to the series a combination of three pillars: Market experience, technical competence, and 30 years of continued experience in training all audiences.
• Lead book in a new series: This book will feature as one of five launch titles in our new Financial Engineering Explained series, which will appeal to practitioners and students everywhere.