FX option performance : an analysis of the value delivered by FX options since the start of the market /
"Get the little known - yet crucial - facts about FX optionsDaily turnover in FX options is an estimated U.S. $ 207 billion, but many fundamental facts about this huge and liquid market are generally unknown. FX Option Performance provides the information practitioners need to be more effective...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley and Sons Ltd.,
2015.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction
- The FX Option Market: How Options Are Traded and What That Implies for Option Value
- It Is All About the Data
- At-the-Money-Forward (ATMF) Options
- Out-of-the-Money (OTM) Options: Do Supposedly 'Cheap' OTM Options Offer Good Value?
- G10 vs EM Currency Pairs
- Trading Strategies
- Summary
- Appendix
- Glossary
- Index.