The currency options handbook

The currency options handbook

4.11 - 1251 ratings - Source

having the option exercised early - of having the currency called away before the maturity of the deposit - far outweighs ... Writing the deep-in-the-money ($1.50) call, while not riskless, is the closest to locking in the return on a higher ... If the call is exercised on expiration day the spot currency made available from the sterling time deposit is delivered to the owner of the 1.36 1.40 1.44 1.48 Unhedged 1.52anbsp;...

Title:The currency options handbook
Author:William Sutton
Publisher: - 1988


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