Managing Currency Risk Using Foreign Exchange Options

Name: Managing Currency Risk Using Foreign Exchange Options
Availability: OutOfStock
ISBN: 9780849308734

ISBN-10: 0849308739

ISBN-13: 9780849308734

Edition: 2000

Authors: Alan Hicks

List price: $173.95

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Book details

List price: $173.95
Copyright year: 2000
Publisher: CRC Press LLC
Publication date: 5/9/2000
Binding: Hardcover
Pages: 352
Size: 6.25" wide x 9.25" long x 0.75" tall
Weight: 1.584
Language: English

Preface
Acknowledgements
Short history of foreign exchange options	p. 1
The basics	p. 6
Option characteristics	p. 16
The market-place	p. 26
Put-call parity	p. 39
Option pricing	p. 47
Using options for hedging: simple	p. 68
The delta and option replication	p. 101
OTC market practice	p. 113
Bank relationships	p. 133
Using options for hedging: intermediate	p. 140
Using options for hedging: advanced	p. 181
Risk control	p. 208
Documentation	p. 216
Counterparty credit risk	p. 235
Glossary of terms	p. 247
Currency codes	p. 267
London Code of Conduct	p. 271
Exchange contract specifications	p. 273
International OTC market terms and conditions	p. 275
Index	p. 323
Table of Contents provided by Blackwell. All Rights Reserved.