Foreign Exchange Options

An International Guide to Currency Options, Trading and Practice
2. Revised Auflage 1998
ISBN: 978-1-85573-253-7
Verlag: Elsevier Science

Buch, Englisch, 560 Seiten, Format (B × H): 178 mm x 248 mm, Gewicht: 1374 g

Since the first edition of Foreign Exchange Options in 1993, trading in foreign exchange options has undergone rapid expansion and now accounts for a daily turnover of some $100 billion world-wide. This revised and expanded second edition takes into account recent changes in both market practice and regulatory requirements and contains many new explanatory diagrams and practical examples.

As with the first edition, the emphasis is on practicality, taking the reader through the basics, clarifying jargon when and where appropriate. This book will be invaluable for accountants, auditors, experienced practitioners and those entering the world of currency options for the first time.

Autoren/Hrsg.

Hicks, Alan

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Geldwirtschaft, Währungspolitik
• Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationale Finanzmärkte
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Internationale Finanzmärkte

Inhaltsverzeichnis

The basics; The marketplace; Option characteristics; Put-call parity; Option combinations; Option pricing; Option trading risk; Hedging and trading a portfolio of options; Hedging and trading a portfolio of options; OTC market practice; Management control of active portfolio; Regulatory controls; Terms and conditions covering foreign exchange options; Counterparty credit risk; Exotic options and the future.

Über Autor(innen)

Hicks, Alan
Alan Hicks began his banking career with Royal Bank of Canada with subsequent moves to Fidelity Bank, Chase Manhattan and Standard Chartered Bank. In 1996, Alan formed his own company – Options Training and Consulting Limited – offering advice, training, education and support in all aspects of options. Also in 1996, Alan entered into an alliance with Inventure Ltd and conducts all UK training and consulting business under the Inventure Ltd name.

Alan Hicks began his banking career with Royal Bank of Canada, with subsequent moves to Fidelity Bank, Chase Manhattan and Standard Chartered Bank. In 1996, Alan formed his own company - Options Training and Consulting Limited - offering advice, training, education and support in all aspects of options. Also in 1996, he entered into an alliance with Inventure Ltd and conducts all UK training and consulting business under the Inventure
Ltd name.