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Foreign Exchange Options and Risk Management
Market Dynamics, Models and Human Behaviour
Discipline: Foreign Exchange, Derivatives & Options, Investing
No of pages: 642
First published:
ISBN: 978-1782722625
Industry experts Demetri Papacostas and Francesco Tonin use their extensive experience and knowledge to examine the behaviour of the FX markets’ major players during this critical period.
Fintech and the global co-ordination of regulation is allowing, for the first time, a look under the hood. The FX market will look increasingly like the equity market, and the rocky path to the promised land of frictionless, fully transparent FX markets will be closer than ever.
Contents
Foreword
Introduction
A Brief History of the FX Market’s Evolution
Foreign Exchange Markets
Predicting FX Movement
Basic FX Instruments
Trading Floor Dynamics
FX Options: An Intuitive Approach
Famous Formulas, Fame and Fortune
Getting to the Formula and the Correct Probability Distribution
The Greeks – A Practical Approach
Portfolio Management and Second-order Greeks
FX Options Trading Book & Risk Measurement
Hedging FX Risk at Corporations
You Have Options
Situations Gone Mad, From the Most Complex to the Simplest
Speculators and Hedge Funds: How Do Portfolio Managers Make Money?
Speculating and Hedging: The Fundamental Differences
Epilogue