ISBN 13 : 978-1118471067

Sommaire : Preface
Scope of this Book
The Readership
About the Author
Acknowledgments

1 Foreign Exchange Derivatives
1.1 Literature Review
1.2 A Journey through the History of Options
1.3 Currency Options
1.4 Technical Issues for Vanilla Options
1.5 Volatility
1.6 Basic Strategies Containing Vanilla Options
1.7 First Generation Exotics
1.8 Second Generation Exotics (Single Currency Pair)
1.9 Second Generation Exotics (Multiple Currency Pairs)

2 Structured Products
2.1 Forward Transactions
2.2 Target Forwards
2.3 Series of Strategies
2.4 Deposits, Loans, Bonds and Certificates
2.5 Interest Rate and Cross Currency Swaps
2.6 Participation Notes
2.7 Hybrid FX Products
2.8 Treasury Case Studies

3 Hedge Accounting
3.1 Hedge Accounting under IAS 39
3.2 Hedge Accounting under IFRS 9

4 Foreign Exchange Markets
4.1 Vanna-Volga Pricing
4.2 Bid–Ask Spreads
4.3 Systems and Software
4.4 Trading and Sales
4.5 Currency Pairs
4.6 Things to Remember
4.7 Glossary

Langue : Anglais

Edition : 2nd

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque