000			02764nam a2200337 a 4500
005			20250918151420.0
008			120322s2011 njua b 001 0 eng
020			_a9780470239773 (hbk.) _cRM235.45
039		9	_a201206121124 _bzabidah _c201204221412 _dsanusi _y03-22-2012 _zlatihan
040			_aUKM
090			_aHG6024.A3D477 2011
090			_aHG6024.A3 _bD477 2011
100	1		_aDeRosa, David F.
245	1	0	_aOptions on foreign exchange / _cDavid F. DeRosa
250			_a3rd ed.
260			_aHoboken, New Jersey : _bJohn Wiley & Sons, _c2011.
300			_axiii, 287 p. : _bill. ; _c24 cm.
490	0		_aWiley finance series.
504			_aIncludes bibliographical references (p. 253-262) and index.
520			_a'A comprehensive guide to the world's largest financial market. Foreign exchange is the world's largest financial market and continues to grow at a rapid pace. As economies intertwine and currencies fluctuate there is hardly a corporate entity that doesn't need to use options on foreign exchange to hedge risk or increase returns. Moreover, currency options, both vanilla and exotic, are part of standard toolkit of professional portfolio managers and hedge funds. Written by a practitioner with real-world experience in this field, the Third Edition of Options on Foreign Exchange opens with a substantive discussion of the spot and forward foreign exchange market and the mechanics of trading currency options. The Black-Scholes-Merton option-pricing model as applied to currency options is also covered, along with an examination of currency futures options. Throughout the book, author David DeRosa addresses the essential elements of this discipline and prepares you for the various challenges you could face... Updates new developments in the foreign exchange markets, particularly regarding the volatility surface. Includes expanded coverage of the currency crises and capital controls, electronic trading, forward contracts, exotic options, and more. Employs real-world terminology so you can a firm understanding of this dynamic marketplace.. The only way to truly succeed in today's foreign exchange market is by becoming more familiar with currency options. The Third Edition of Options on Foreign Exchange will help you achieve this goal and put you in better position to make more profitable decisions in this arena'-- _cProvided by publisher.
650		0	_aOptions (Finance)
650		0	_aHedging (Finance)
650		0	_aForeign exchange futures.
907			_a.b15286629 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHG6024.A3D477 2011
914			_avtls003492470
990			_aza
991			_aFakulti Ekonomi dan Pengurusan
998			_at _b2012-09-03 _cm _da _feng _gnju _y0 _z.b15286629
999			_c512549 _d512549