FX options and structured products
Uwe Wystup
| Alternative title: | Foreign exchange options and structured products |
|---|---|
| Year of publication: |
2006
|
| Authors: | Wystup, Uwe |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Derivat | Derivative | Devisenoption | Currency option | Wechselkurs | Option | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XV, 323 S. graph. Darst. 1 CD-ROM 26cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Foreign exchange options -- A journey through the history of options -- Technical issues for vanilla options -- Volatility -- Basic strategies containing vanilla options -- First generation exotics -- Second generation exotics -- Structured products -- Forward products -- Series of strategies -- Deposits and loans -- Interest rate and cross currency swaps -- Participation notes -- Hybrid FX products -- Practical matters -- The traders' rule of thumb -- Bid-ask spreads -- Settlement -- On the cost of delayed fixing announcements -- Hedge accounting under IAS 39 -- Financial instruments -- Evaluation of financial instruments -- Hedge accounting -- methods for testing hedge effectiveness -- Testing for effectiveness : a case study of the forward plus -- Foreign exchange markets -- A tour through the market -- Software and system requirements -- Trading and sales. - Includes bibliographical references (p. [313]-317) and index. - Formerly CIP |
| ISBN: | 978-0-470-01145-4 ; 0-470-01145-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003241669