FX OPTIONS

FX OPTIONS

Luigi Pascal Rondanini

154,84 €
IVA incluido
Disponible
Editorial:
Rondanini Publishing Ltd
Año de edición:
2026
ISBN:
9781918177206
154,84 €
IVA incluido
Disponible
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The second volume in the Foreign Exchange Markets Professional Series. Thirty chapters across six parts - vanilla and exotic FX options, the complete Greeks framework, volatility surfaces, structured products, institutional risk management, and advanced volatility models. Written for practitioners who price, hedge, or manage risk in FX derivatives. Not a textbook. A desk reference.For FX options traders and market makers: pricing, Greeks management, volatility surface trading, and portfolio risk. For corporate treasurers and risk managers: hedging programme design, instrument selection, and hedge effectiveness. Coverage includes digital and barrier options, Asian and basket structures, correlation and quanto adjustments, variance swaps, and exotic combinations used on institutional desks.Includes 193 worked examples and a companion Python toolkit for pricing, Greeks, VaR, and quantitative risk calculators. (sold separately)

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