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FX options and structured products
- 作者: Wystup, Uwe.
- 其他題名:
- Foreign exchange options and structured products
- Wiley finance series
- 出版: Chichester, England ;Hoboken, NJ : Wiley
- 叢書名: Wiley finance
- 主題: Foreign exchange options. , Structured notes (Securities) , Derivative securities
- ISBN: 0470011459 (hbk) 、 9780470011454 (hbk)
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. [313]-317) and index. 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.
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讀者標籤:
- 系統號: 005008986 | 機讀編目格式