Rondanini

Financial Library

Books

Catalogue · fx

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.

FX Options and Structured Products

Uwe Wystup · 2017 · John Wiley & Sons

This comprehensive guide explores FX options and structured products, providing insights into their pricing, risk management, and application in financial markets. Authored by Uwe Wystup, the book serves as a valuable resource for practitioners looking to deepen their understanding of these complex instruments.

  • FX
  • Structured products
  • Derivatives
  • Risk management

International Financial Management

3rd Edition

Geert Bekaert · Robert J. Hodrick · 2017 · Cambridge University Press

This comprehensive text provides rigorous coverage of international finance, including exchange rate theory, hedging strategies, capital markets, and the dynamics of emerging market FX. It serves as an essential resource for finance professionals navigating global financial landscapes.

  • FX
  • Emerging markets
  • Fixed income & rates
  • Risk management

International Financial Management

Cheol Eun · Bruce Resnick · 2014 · McGraw-Hill

International Financial Management offers a comprehensive overview of key concepts and practices in managing financial operations globally. Covering essential topics such as foreign exchange, international financial markets, and risk management, it serves as a vital resource for finance professionals navigating the complexities of international finance.

  • FX
  • Risk management
  • Emerging markets
  • Fixed income & rates

Foreign exchange option pricing

a practitioner's guide

Iain J. Clark · 2011 · John Wiley & Sons

This comprehensive guide delves into the intricacies of pricing foreign exchange options, providing practitioners with essential tools and methodologies. It covers theoretical foundations and practical applications, making it a valuable resource for analysts and traders in the FX market.

  • FX
  • Derivatives
  • Quantitative finance
  • Risk management

Options on Foreign Exchange

3rd Edition

David F. DeRosa · 2011 · John Wiley & Sons

Comprehensive treatment of FX options markets covering vanilla and exotic structures, pricing models, and hedging strategies.

  • FX
  • Derivatives
  • Risk management
Foreign Exchange Option Pricing

Foreign Exchange Option Pricing

Principles and Approaches

Iain J. Clark · 2010 · John Wiley & Sons

This book provides advanced insights into FX options pricing and models, equipping practitioners with the necessary tools to navigate the complexities of foreign exchange derivatives. It covers various pricing principles and approaches essential for effective risk management in FX markets.

  • FX
  • Quantitative finance
  • Derivatives
Classic

Economics of exchange rates

Lucio Sarno · Mark P. Taylor · 2002 · Cambridge University Press

This book provides a comprehensive analysis of the economics of exchange rates, focusing on the theoretical and empirical aspects of foreign exchange markets. It covers key topics such as monetary policy implications, the role of political economy, and the econometric techniques used in the field.

  • FX
  • Central banking & policy
  • Quantitative methods
Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach

Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach

in the light of a critical-historical analysis of the problems and of a synthesis of the results

Alexander Lipton · 2001 · World Scientific

This comprehensive work presents an advanced mathematical framework for pricing FX derivatives, focusing on stochastic models, partial differential equations (PDEs), and exotic option valuation. It is essential for practitioners seeking to deepen their understanding of financial engineering in foreign exchange markets.

  • FX
  • Quantitative finance
  • Derivatives
  • Risk management

Foreign Exchange Risk

Models, Instruments and Strategies

Jurgen Hakala · Uwe Wystup · 1999 · Risk Books

This book provides a comprehensive overview of foreign exchange risk, exploring various models, instruments, and strategies to manage it effectively. It is designed for professionals seeking to deepen their understanding of FX risk management and quantitative approaches.

  • FX
  • Risk management
  • Quantitative finance