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Managing currency risk using foreign exchange options

Author: Alan Hicks
Publisher: Boca Raton [Fla.] : CRC Press, ©2000.
Series: International treasury management series.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"Written with the corporate treasurer or finance director in mind, this book concentrates on the practical application of options as experienced in the real world of foreign exchange. It gives a clear perspective of how FX options are derived from the underlying FX markets and provides an understanding of the benefits, costs, risks and rewards associated with the various FX options strategies. Corporate examples are  Read more...
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Details

Document Type: Book
All Authors / Contributors: Alan Hicks
ISBN: 0849308739 9780849308734
OCLC Number: 45102863
Description: xv, 326 pages : illustrations ; 24 cm.
Contents: 1. Short history of foreign exchange options --
2. The basics --
3. Option characteristics --
4. The market-place --
5. Put-call parity --
6. Option pricing --
7. Using options for hedging: simple --
8. The delta and option replication --
9. OTC market practice --
10. Bank relationships --
11. Using options for hedging: intermediate --
12. Using options for hedging: advanced --
13. Risk control --
14. Documentation --
15. Counterparty credit risk --
App. I. Currency codes --
App. II. London Code of Conduct --
App. III. Exchange contract specifications --
App. IV. International OTC market terms and conditions.
Series Title: International treasury management series.
Responsibility: Alan Hicks.
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Abstract:

Offers a fresh perspective of how foreign exchange (FX) options are derived and an understanding of the benefits, cost, risks, and rewards associated with FX options strategies. This work  Read more...

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    schema:reviewBody ""Written with the corporate treasurer or finance director in mind, this book concentrates on the practical application of options as experienced in the real world of foreign exchange. It gives a clear perspective of how FX options are derived from the underlying FX markets and provides an understanding of the benefits, costs, risks and rewards associated with the various FX options strategies. Corporate examples are used throughout showing payout profiles under different scenarios. A glossary of terms is included and the appendices include details of currency codes and market terms and conditions. This book will be essential reading for all corporate treasurers and other financial executives wishing to know more about the world of currency options."--Jacket." ;
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