Options on Foreign Exchange

Options on Foreign Exchange

4.11 - 1251 ratings - Source

Your A to Z Guide to the World's Largest Option Market qA clearly written manual that flows smoothly. Whether you have 20 years of experience in the FX options markets or none, you will learn something interesting from reading this book. Highly recommended for both traders and non-traders.q * Adam Kreysar, Global Head FX Options Warburg Dillon Read qDeRosa presents technical material with a minimum of technical fuss. Filtered through his scholarship and practical trading experience, up-to-date topics such as exotic options, forward volatilities, and the volatility smile become accessible. The book will be extremely useful to asset managers and risk managers.q * Allan M. Malz, Partner The RiskMetrics Group qThis new edition of Options on Foreign Exchange provides an exhaustive review of the literature on currency options, in addition to covering the practical aspects of the business. It is greatly pedagogical and well written-as can be expected from David DeRosa.q * Nassim Taleb, President Empirica Capital LLCThis book has been written for end users of currency options and newcomers to the field of foreign exchange.

Title:Options on Foreign Exchange
Author:David F. DeRosa
Publisher:John Wiley & Sons - 2000


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