In this totally revised and expanded guide, foreign exchange and money markets expert Julian Walmsley provides investors and corporate officers with practical and accessible guidance on every important market around the world. The updated edition of this classic guidebook includes sections on: money market calculations, foreign exchange calculations, derivatives, and risk issues, as well as timely highlights of the euro and swaps.Again we use Excel or our statistics book to find N(d2) = 0.722963. ... Likewise, for a currency option on a high-interest- rate currency a sterling a if the option is deep in the money, it may be worth exercising in order to get the high yield.
|Title||:||The Foreign Exchange and Money Markets Guide|
|Publisher||:||John Wiley & Sons - 2000-03-28|