Options on Foreign Exchange, Second Edition
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More About This Title Options on Foreign Exchange, Second Edition
English
DAVID F. DEROSA is President of DeRosa Research and Trading, Inc. and Adjunct Professor of Finance at the Yale School of Management. He has worked at a number of Wall Street asset management firms and has traded foreign exchange for Swiss Bank Corporation, New York. DeRosa received his PhD in finance and economics from the Graduate School of Business of the University of Chicago. He is the editor of Currency Derivatives (Wiley), and the author of Managing Foreign Exchange Risk. DeRosa also contributes columns on international finance to Bloomberg News.
English
Introduction to the Currency Option Market.
Foreign Exchange Basics.
Trading Currency Options.
European Currency Options.
European Currency Option Analytics.
Volatility.
American Exercise Currency Options.
Currency Futures Options.
Barrier Currency Options.
Nonbarrier Exotic Currency Options.
Bibliography.
Index.
Foreign Exchange Basics.
Trading Currency Options.
European Currency Options.
European Currency Option Analytics.
Volatility.
American Exercise Currency Options.
Currency Futures Options.
Barrier Currency Options.
Nonbarrier Exotic Currency Options.
Bibliography.
Index.
