{"product_id":"currency-derivatives-9780471252672","title":"Currency Derivatives","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eA groundbreaking collection on currency derivatives, including pricing theory and hedging applications.\u003cbr\u003e \u003cbr\u003e David DeRosa has assembled an outstanding collection of works on foreign exchange derivatives. It surely will become required reading for both students and option traders.-Mark B. Garman President, Financial Engineering Associates, Inc. Emeritus Professor, University of California, Berkeley.\u003cbr\u003e \u003cbr\u003e A comprehensive selection of the major references in currency option pricing.-Nassim Taleb. Senior trading advisor, Paribas Author, Dynamic Hedging: Managing Vanilla and Exotic Options.\u003cbr\u003e \u003cbr\u003e A useful compilation of articles on currency derivatives, going from the essential to the esoteric.-Philippe Jorion Professor of Finance, University of California, Irvine Author, Value at Risk: The New Benchmark for Controlling Market Risk.\u003cbr\u003e \u003cbr\u003e Every investment practitioner knows of the enormous impact that the Black-Scholes option pricing model has had on investment\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePartial table of contents:\u003cbr\u003e \u003cbr\u003e Foreign Exchange and Its Related Derivative Instruments (D. DeRosa).\u003cbr\u003e \u003cbr\u003e FORWARDS AND FUTURES CONTRACTS ON FOREIGN EXCHANGE.\u003cbr\u003e \u003cbr\u003e Forward and Futures Contracts on Foreign Exchange (D. DeRosa).\u003cbr\u003e \u003cbr\u003e CURRENCY OPTION PRICING MODELS.\u003cbr\u003e \u003cbr\u003e Foreign Currency Option Values (M. Garman \u0026amp; S. Kohlhagen).\u003cbr\u003e \u003cbr\u003e Efficient Analytic Approximation of American Option Values (G. Barone-Adesi \u0026amp; R. Whaley).\u003cbr\u003e \u003cbr\u003e CURRENCY FUTURES OPTIONS PRICING MODELS.\u003cbr\u003e \u003cbr\u003e The Pricing of Commodity Contracts (F. Black).\u003cbr\u003e \u003cbr\u003e On Valuing American Futures Options (R. Whaley).\u003cbr\u003e \u003cbr\u003e IMPLIED VOLATILITY IN CURRENCY DERIVATIVES.\u003cbr\u003e \u003cbr\u003e The Term Structure of Volatility Implied by Foreign Exchange Options (X. Xu \u0026amp; S. Taylor).\u003cbr\u003e \u003cbr\u003e JUMP PROCESS AND STOCHASTIC VOLATILITY MODELS FOR CURRENCY DERIVATIVES.\u003cbr\u003e \u003cbr\u003e On Jump Processes in the Foreign Exchange and Stock Markets (P. Jorion).\u003cbr\u003e \u003cbr\u003e BARRIER, BINARY, AND AVERAGE CURRENCY OPTIONS.\u003cbr\u003e \u003cbr\u003e On Pricing Barrier Options (P. Ritchken).\u003cbr\u003e \u003cbr\u003e One-Touch Double Barrier Binary Option Values (C. Hui).\u003cbr\u003e \u003cbr\u003e Pricing European Average Rate Currency Options (E. Levy).\u003cbr\u003e \u003cbr\u003e QUANTOS OPTIONS AND EQUITY WARRANTS WITH SPECIAL CURRENCY FEATURES.\u003cbr\u003e \u003cbr\u003e The Perfect Hedge: To Quanto or Not to Quanto (C. Piros).\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402542915927,"sku":"9780471252672","price":60.0,"currency_code":"GBP","in_stock":false}],"url":"https:\/\/bookcurl.com\/products\/currency-derivatives-9780471252672","provider":"Book Curl","version":"1.0","type":"link"}