FX Options Explained: Volume 1
Uwe Wystup(Author)
Palgrave Macmillan (Publisher)
Published on 27. February 2017
Book
Paperback/Softback
150 pages
978-1-137-36697-9 (ISBN)
Description
This is a series of four books on foreign exchange options and markets, written in sequence but as standalone texts. Based on the authors numerous years in the industry, and around his training courses at Mathfinance, volumes I-III present a self contained approach to a specific area within the foreign exchange universe, while volume IV looks at legal aspects and case studies. Volume I is an introductory text, focusing on the basics of the FX business, markets and products. It provides an accessible introduction to FX for a range of practitioners, not limited to those in financial engineering roles. Volume II takes practitioners to the next level by looking at more exotic structures and instruments. As the FX markets have developed, so to have the structures, and so this volume will break these complex instruments down and explain their various components. Volume III will look at pricing FX options, introducing some of the most popular and less realized models, and their implementation.
Volume IV presents more of the legal aspects of the FX markets, focusing on real life case studies of key issues in the industry (such as litigation), and analyzing these from the perspective of the buy and sell side of the finance industry. The author will host additional, free electronic resources on his website, mathfinance.com
Volume IV presents more of the legal aspects of the FX markets, focusing on real life case studies of key issues in the industry (such as litigation), and analyzing these from the perspective of the buy and sell side of the finance industry. The author will host additional, free electronic resources on his website, mathfinance.com
More details
Series
Language
English
Place of publication
Basingstoke
United Kingdom
Target group
Professional and scholarly
ISBN-13
978-1-137-36697-9 (9781137366979)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Person
UWE WYSTUP is CEO of www.mathfinance.com, a global network of quants specializing in modeling and implementing Foreign Exchange Exotics. He has been working as Financial Engineer, Structurer and Consultant in FX Options Trading Teams of Citibank, UBS, Sal. Oppenheim and Commerzbank since 1992 and has become an internationally known FX Options expert in both Academia and Practice. Uwe holds a PhD in mathematical finance from Carnegie Mellon University and has been appointed a professor of Quantitative Finance at HfB-Business School of Finance and Management in Frankfurt, where he is in charge of the Master Program in Quantitative Finance.
Content
1. Foreign Exchange - Spot, Currencies, Conventions, Trading Volumes 2. Transaction Classification 3. Investor Types (Treasurer/Speculator) 4. Market Data (Sources, Processing) 5. Forwards, Swaps 6. Vanilla Options and Vanilla Strategies 7. Volatility Smile Construction from Raw Data