Research Catalog
FX options and structured products
- Title
- FX options and structured products / Uwe Wystup.
- Author
- Wystup, Uwe.
- Publication
- Chichester, England ; Hoboken, NJ : Wiley, [2006], ©2006.
Items in the Library & Off-site
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2 Items
| Status | Vol/Date | Format | Access | Call Number | Item Location |
|---|---|---|---|---|---|
| book & CD-ROM | Text | Request in advance | HG3853 .W88 2006 book & CD-ROM | Off-site | |
Not available - Please for assistance. | Text | Use in library | Off-site |
Holdings
Details
- Description
- xv, 323 pages : illustrations; 26 cm +
- Series Statement
- Wiley finance
- Uniform Title
- Wiley finance series.
- Alternative Title
- Foreign exchange options and structured products
- Subject
- Bibliography (note)
- Includes bibliographical references (p. [313]-317) and index.
- Contents
- 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.
- ISBN
- 0470011459 (hbk.)
- 9780470011454 (hbk.)
- LCCN
- 2006020352
- OCLC
- ocm70258798
- SCSB-9077759
- Owning Institutions
- Columbia University Libraries