Uwe Wystup: FX Options and Structured Products, Gebunden

Beschreibung

A comprehensive guide to the practical realities of the most widely used FX options and option strategies in a post-crisis world
Since 2008 there has been very rapid growth in the number of corporations, investors and financial institutions worldwide turning to structured products to achieve cost savings, risk controls and yield enhancements. Pitched to the needs of finance professionals for up-to-date practical information about FX options and structured products, this fully updated second edition of Uwe Wystup's popular guide provides a comprehensive look at the most popular FX options products and trading strategies. Focusing on everything beyond vanilla options, author Uwe Wystup covers all the bases, including quotation conventions, seagulls, shark forwards, bid-ask spreads, settlement, fixings, hedging accumulators, unwinding FX-linked swaps and deposits, pricing first-generation exotics, and more.
Uses interviews and descriptions of real-life deals throughout to demonstrate how FX products are applied in day-to-day situations
An excellent introduction to the quantitative fundamentals of FX products for structurers and sales reps
The ideal guide for quants and traders seeking to learn the structuring view and client perspective
An indispensable resource for newcomers to the market to FX particularities, jargon and trading strategies

Klappentext

Advanced Guidance to Excelling in the FX Market

Once you have a textbook understanding of money market and foreign exchange products, turn to FX Options and Structured Products, Second Edition, for the beyond-vanilla options strategies and traded deals proven superior in today's post-credit crisis trading environment. With the thoroughness and balance of theory and practice only Uwe Wystup can deliver, this fully revised edition offers authoritative solutions for the real world in an easy-to-access format. See how specific products actually work through detailed case studies featuring clear examples of FX options, common structures and custom solutions. This complete resource is both a wellspring of ideas and a hands-on guide to structuring and executing your own strategies. Distinguish yourself with a valued skillset by:

• Working through practical and thought-provoking challenges in more than six dozen exercises, all with complete solutions in a companion volume
• Gaining a working knowledge of the latest, most popular products, including accumulators, kikos, target forwards and more
• Getting close to the everyday realities of the FX derivatives market through new, illuminating case studies for corporates, municipalities and private banking

FX Options and Structured Products, Second Edition is your go-to road map to the exotic options in FX derivatives.

Corporates, investors, and financial institutions have relied on FX Options and Structured Products for more than a decade for dependable, real-world insight into using structured products to achieve cost savings, risk controls and yield enhancements. In this fully updated and expanded Second Edition, expert practitioner and celebrated academic Uwe Wystup goes beyond today's literature and textbook material on options to empower practitioners with a fresh examination of the most popular products, their pricing and how they're risk managed and hedged, along with best practices for using them in compliance with up-to-date regulations and accounting standards. Brand-new material to this edition covers target redemption forwards; long-term FX-linked structures; litigation cases; treasury case studies; currency fixings; and much more. Master the why and how of FX market products and strategies with the highly illustrative, hands-on guidance in FX Options and Structured Products, Second Edition.

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