ISBN 13 : 978-1118471067

Contents : 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

Language : English

Print : 2nd

Place of publishing : TORONTO

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque