Business & Economics Books:

FX Options and Structured Products

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Hardback
$292.99
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Description

There has been an explosive growth in the number of corporates, investors and financial institutions turning to structured products to achieve cost savings, risk controls and yield enhancements. However, the exact nature, risks and applications of these products and solutions can be complex, and problems arise if the fundamental building blocks and principles are not fully understood. This book explains the most popular products and strategies with a focus on everything beyond vanilla options, dealing with these products in a literate yet accessible manner, giving practical applications and case studies. A special emphasis on how the client uses the products, with interviews and descriptions of real-life deals means that it will be possible to see how the products are applied in day-to-day situations - the theory is translated into practice. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Author Biography:

UWE WYSTUP is CEO of www.mathfinance.com, a global network of quants specializing in modeling and implementing Foreign Exchange Exotics. He has been working as Financial Engineer, Structurer and Consultant in FX Options Trading Teams of Citibank, UBS, Sal. Oppenheim and Commerzbank since 1992 and became an internationally known FX Options expert in both Academia and Practice. Uwe holds a PhD in mathematical finance from Carnegie Mellon University and has been appointed a professor of Quantitative Finance at HfB-Business School of Finance and Management in Frankfurt, where he is in charge of the Master Program in Quantitative Finance. His first book Foreign Exchange Risk co-edited with Jurgen Hakala published in 2002, he has also published articles in Finance and Stochastics, the Journal of Derivatives and The MathFinance Newsletter.
Release date Australia
November 17th, 2006
Author
Audience
  • Professional & Vocational
Country of Publication
United States
Imprint
John Wiley & Sons Inc
Pages
340
Publisher
John Wiley & Sons Inc
Dimensions
178x246x25
ISBN-13
9780470011454
Product ID
2083445

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