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Jessica James

Fx Option Performance

An Analysis of the Value Delivered by Fx Options Since the Start of the Market

Buch

Praise for FX Option Performance'The authors have for the first time uncovered what actually happens to foreign exchange options once they are bought or sold - and it can be unexpected. Any students taking a course on derivatives trading or valuation should include this in their reading, and investors or corporations will find valuable information here for their trading and hedging strategies. Highly readable, with figures and data to back up every statement, it is a useful addition to any financial collection.' -Piotr Karasinski, Senior Advisor at the European Bank for Reconstruction and Development'This new book on FX Options Performance pr… Mehr

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Produktdetails


Weitere Autoren: Fullwood, Jonathan / Billington, Peter
  • ISBN: 978-1-118-79328-2
  • EAN: 9781118793282
  • Produktnummer: 16762097
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 2015
  • Seitenangabe: 264 S.
  • Masse: H24.4 cm x B17.0 cm x D3.3 cm 865 g
  • Gewicht: 865

Über den Autor


JESSICA JAMES is Head of the FX Quantitative Solutions team at Commerzbank in London. She was formerly with Citigroup and held a number of FX roles, latterly as Global Head of the Quantitative Investor Solutions Group.JONATHAN FULLWOOD is a Director in FX Quantitative Solutions at Commerzbank in London. He has also worked in fixed income research and portfolio strategy roles.PETER BILLINGTON is Global Head of FX Exotic Option Trading at UniCredit in London. Since 1993 he has worked in FX option trading roles for Standard Chartered Bank and BNP Paribas and been Global Head of FX Trading at Commerzbank.

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