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.

9 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

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