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Foreign exchange options : an international guide to options trading and practice

Author: Alan Hicks
Publisher: Cambridge, England : Woodhead Pub., 1993
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
This book examines the over-the-counter (OTC) market in detail and covers the two dominant exchanges for currency options The Philadelphia Stock Exchange (PHLX) and The Chicago Mercantile Exchange (CME). The book contains chapters on: option combinations, option pricing, option trading risks, hedging and trading a portfolio of options, OTC market practice, management control of an active portfolio, international  Read more...
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Additional Physical Format: Online version:
Hicks, Alan.
Foreign exchange options.
Cambridge, England : Woodhead Pub., 1993 (1994 printing)
(OCoLC)891913487
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Alan Hicks
ISBN: 1855731134 9781855731134
OCLC Number: 29466125
Notes: Includes index.
Description: ix, 370 pages : illustrations, facsimiles ; 26 cm
Responsibility: Alan Hicks.

Abstract:

This book examines the over-the-counter (OTC) market in detail and covers the two dominant exchanges for currency options The Philadelphia Stock Exchange (PHLX) and The Chicago Mercantile Exchange (CME). The book contains chapters on: option combinations, option pricing, option trading risks, hedging and trading a portfolio of options, OTC market practice, management control of an active portfolio, international currency options market (ICOM) terms and conditions, counter-praty credit risk (OTC), accounting for currency options, option derivatives and the future.

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