Managing currency risk using foreign exchange options /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, [Fla.] :
CRC Press,
c2000
|
| Series: | International treasury management series
International treasury management series |
| Subjects: |
Table of Contents:
- 1 Short history of foreign exchange options
- 2. The basics
- 3. Option characteristics
- 4. The market-place
- 5. Put-call parity
- 6. Option pricing
- 7. Using options for hedging: simple
- 8. The delta and option replication
- 9. OTC market practice
- 10. Bank relationships
- 11. Using options for hedging: intermediate
- 12. Using options for hedging: advanced
- 13. Risk control
- 14. Documentation
- 15. Counterparty credit risk
- App. I. Currency codes
- App. II. London Code of Conduct
- App. III. Exchange contract specifications
- App. IV. International OTC market terms and conditions.