Rondanini

Financial Library

Books

Catalogue · fx · Classics

Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.

10 titles match these filters

Classic

FX Options and Smile Risk

Antonio Castagna · 2010 · John Wiley & Sons

FX options pricing and volatility surface practice.

  • FX
  • Derivatives
Classic

Exchange Rate Economics

Lucio Sarno · Mark P. Taylor · 2003 · Cambridge University Press

Academic foundations of exchange rate behaviour.

  • FX
  • Interest rates
Classic

Does Foreign Exchange Intervention Work?

Kathryn M. Dominguez · Jeffrey A. Frankel · 1993 · Peterson Institute

Seminal Peterson Institute study on whether official FX intervention affects exchange rates and how, demonstrating its effectiveness as a policy tool.

  • Central banking & policy
  • Emerging markets
  • FX
Classic

The Garman-Kohlhagen Model for Foreign Currency Options

Mark B. Garman · Steven W. Kohlhagen · 1983 · Financial Analysts Journal

The Garman-Kohlhagen Model for Foreign Currency Options presents a comprehensive framework for valuing currency options, integrating essential quantitative finance techniques. This text is particularly relevant for practitioners involved in FX trading and derivatives analysis.

  • FX
  • Derivatives
  • Quantitative finance