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A Currency Options Primer

A Currency Options Primer
Author: Shani Shamah
Publisher: John Wiley & Sons
Total Pages: 210
Release: 2004-04-21
Genre: Business & Economics
ISBN: 0470870370

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A quick and concise guide to currency options An understanding of currency options is essential for those working in investment and foreign exchange. A Currency Options Primer sets out to give readers a clear guide to how the currency option market functions, offering practical advice on mastering the necessary components and concepts for fully understanding the workings of this market.


The Forex Options Course

The Forex Options Course
Author: Abe Cofnas
Publisher: John Wiley & Sons
Total Pages: 56
Release: 2008-12-03
Genre: Business & Economics
ISBN: 0470466200

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The Forex Options Course is a practical, hands-on guide to understanding and trading forex options. Designed to build a trader's knowledge base in a step-by-step manner, this reliable resource moves from the straightforward to the more sophisticated with discussions of everything from basic plain vanilla calls and puts to intriguing first-generation exotic binary options. Written in a straightforward and accessible style, The Forex Options Course will help you develop the skills and strategies needed to succeed in today's dynamic forex market.


A Foreign Exchange Primer

A Foreign Exchange Primer
Author: Shani Shamah
Publisher: John Wiley & Sons
Total Pages: 221
Release: 2011-11-22
Genre: Business & Economics
ISBN: 1119994896

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This book will provide a thorough introduction to the foreign exchange markets, looking at the main products through to the techniques used, coverage of the main participants, details of the various players, and an understanding of the jargon used in everyday dealings. Written in a concise and accessible manner, it will be an ideal introduction for anyone looking to become involved in the FX markets, from dealing rooms or sales perspectives, to novice investors. The new edition has been updated to reflect the changes that have taken place in the industry over the past few years. Most chapters have been enhanced and this new edition now features new material on the psychology of trading, the psychology of price movement and online trading.


Mastering Foreign Exchange & Currency Options

Mastering Foreign Exchange & Currency Options
Author: Francesca Taylor
Publisher: Financial Times/Prentice Hall
Total Pages: 0
Release: 1997
Genre: Currency convertibility
ISBN: 9780273625377

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A guide to the mechanics of the foreign exchange and currency options markets, discussing the background and development of the markets, and exploring topics such as hedging and trading, codes of conduct, the role of the broker, and the impact of technology on foreign exchange trading.


Foreign Exchange Option Pricing

Foreign Exchange Option Pricing
Author: Iain J. Clark
Publisher: John Wiley & Sons
Total Pages: 308
Release: 2011-10-20
Genre: Business & Economics
ISBN: 1119978602

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This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange—not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.


A Foreign Exchange Primer

A Foreign Exchange Primer
Author: Shani Shamah
Publisher: John Wiley & Sons
Total Pages: 199
Release: 2003-07-11
Genre: Business & Economics
ISBN: 0470864214

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The foreign exchange market is the largest in the world, with an estimated $1.6 trillion average daily turnover. This book sets out to introduce the novice to the practical skills necessary to understand the foreign exchange market today. A Foreign Exchange Primer provides a clear understanding of how this market functions, from the main products through to the techniques used, coverage of the main participants, details of the various 'players' and an understanding of the 'jargon' used in everyday dealings. This concise, highly accessible primer is ideal for anyone new to or wanting to become involved in the foreign exchange market, from a dealing room or sales perspective through to the novice investor.


Currency Options

Currency Options
Author: Alastair Graham
Publisher: Routledge
Total Pages: 162
Release: 2014-02-04
Genre: Business & Economics
ISBN: 113596789X

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The Currency Risk Management series offers readers, researchers, and financial professional a time-tested training tool for understanding and working in the increasingly complex currency markets. This series breaks new ground in simplicity, clarity, and ease of application in risk management practice.


Foreign Exchange

Foreign Exchange
Author: Tim Weithers
Publisher: John Wiley & Sons
Total Pages: 290
Release: 2011-03-10
Genre: Business & Economics
ISBN: 1118046218

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Praise for Foreign Exchange "Tim Weithers starts by telling the reader that foreign exchange is not difficult, just confusing, but Foreign Exchange: A Practical Guide to the FX Markets proves that money is much more exciting than anything it buys. This useful book is a whirlwind tour of the world's largest market, and the tour guide is an expert storyteller, inserting numerous fascinating insights and quirky facts throughout the book." -John R. Taylor, Chairman, CEO and CIO, FX Concepts "The book reflects the author's doctorate from the University of Chicago, several years' experience as an economics professor, and, most recently, a very successful decade as an executive at a huge international bank. These fundamental ingredients are seasoned with bits of wisdom and experience. What results is a very tasty intellectual stew." -Professor Jack Clark Francis, PhD, Professor of Economics and Finance, Bernard Baruch College "In this book, Tim Weithers clearly explains a very complicated subject. Foreign Exchange is full of jargon and conventions that make it very hard for non-professionals to gain a good understanding. Weither's book is a must for any student or professional who wants to learn the secrets of FX." -Niels O. Nygaard, Director of Financial Mathematics, The University of Chicago "An excellent text for students and practitioners who want to become acquainted with the arcane world of the foreign exchange market." -David DeRosa, PhD, founder, DeRosa Research and Trading, Inc., and Adjunct Professor of Finance, Yale School of Management "Tim Weithers provides a superb introduction to the arcana of foreign exchange markets. While primarily intended for practitioners, the book would be a valuable introduction for students with some knowledge of economics. The text is exceptionally clear with numeric examples and exercises that reinforce concepts. Frequent references are made to the economic theory behind the trading practices." -John F. O'Connell, Professor of Economics, College of the Holy Cross


An Option Greeks Primer

An Option Greeks Primer
Author: Jawwad Farid
Publisher: Springer
Total Pages: 326
Release: 2015-03-23
Genre: Business & Economics
ISBN: 1137371676

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This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.