- Illustrates how FX options are derived from the underlying FX markets.
- Presents the benefits, costs, risks and rewards associated with various FX option strategies
- Demonstrates how options can play a part in any company’s FX risk management programme
Table of Contents
- Short history of foreign exchange options; The basics; Option characteristics; The market-place; Put-call parity; Option pricing; Using options for hedging: Simple; The delta and option replication; OTC market practice; Bank relationships; Using options for hedging: Intermediate; Risk control; Documentation; Counterparty credit risk; Appendix I Currency codes; Appendix II London Code of Conduct; Appendix III Exchange contract specifications; Appendix IV International OTC market terms and conditions.
- No. of pages: 352
- Language: English
- Copyright: © Woodhead Publishing 2000
- Published: March 29, 2000
- Imprint: Woodhead Publishing
- eBook ISBN: 9781845692117
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