Foreign exchange markets, instruments, and cross-border funding.
33 published titles · Same filter in catalogue
Curated sequences that include this topic.
Shelf notes for books in this topic.
This book serves as an accessible introduction to FX options and derivatives for learners at various levels.
The Yen Carry Trade and Other Financial Crises
An exploration of carry trade mechanics and associated crisis scenarios.
The Pound and the City: A History of the Bank of England
An authoritative history of sterling and the evolution of London financial markets.
The Garman-Kohlhagen Model for Foreign Currency Options
This work presents a foundational model for pricing foreign currency options.
The Foreign Exchange Market: Theory and Practice
This text provides a modern market microstructure perspective on foreign exchange.
This work explores purchasing power parity and long-run foreign exchange trends.
Monetary Policy and Currency Wars
This work examines the implications of central bank coordination and currency wars.
Interest Rate Parity and Exchange Rates: A Theoretical and Empirical Analysis
This work provides a theoretical and empirical analysis of interest rate parity in foreign exchange markets.
High-Frequency Trading in FX: Evidence from EU High-Frequency Data
This work provides a data-driven analysis of high-frequency trading in the foreign exchange market.
FX Essentials: Spot, Forwards, Swaps and Non-Deliverable Forwards
This book offers a clear and practical introduction to the foreign exchange markets.
Event-Driven FX Trading: Profiting from Macro Events Using Currency Futures and Options
This book offers a macro event trading approach to foreign exchange.
Emerging Markets: The Practice of Trading and Managing Currency Risk
This work provides insights into the dynamics of currency trading in emerging markets.
Currency Forwards and Options: Mechanics and Application
This book provides a practical approach to corporate hedging with FX forwards and options.
This work provides a theoretical framework for understanding currency crises and their contagion effects.
Commodity-Linked Currencies: How Do They Behave?
This work examines how commodity cycles influence currency regimes.
The Volatility Surface: A Practitioner's Guide
This authoritative guide offers a detailed examination of volatility surface construction essential for finance practitioners.
The Microstructure Approach to Exchange Rates
A foundational reference for understanding FX market behaviour through microstructure.
Pricing, Hedging and Trading Exotic Options
This technical reference provides essential knowledge on pricing, hedging, and trading exotic options for finance professionals.
Option Volatility and Pricing: Advanced Trading Strategies and Techniques
This updated edition serves as a comprehensive guide to options trading, focusing on volatility and pricing strategies.
This book offers an in-depth examination of foreign exchange options markets, including pricing models and hedging strategies.
Multinational Business Finance
This text provides a comprehensive examination of multinational finance and foreign exchange exposure.
Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach
This book provides an advanced mathematical framework for pricing FX derivatives.
International Financial Management
This text offers rigorous coverage of international finance with a focus on exchange rate theory and risk management.
International Financial Management
This textbook serves as a bridge between finance theory and global practice.
Practitioner guide for treasury and markets
Luigi Pascal Rondanini · David Axtell · 2026 · Rondanini
Spot, forwards, swaps, and NDFs for corporate treasurers, traders, and risk managers—operations-first, institutionally framed.
Cashin et al. · 2012 · Imf
This publication examines the behaviour of commodity-linked currencies, providing insights into their dynamics in the context of foreign exchange and macroeconomic factors. It is particularly relevant for macro traders and fund managers seeking to understand the interplay between commodity prices and currency movements.
Ian H. Giddy · 2003 · John Wiley & Sons
Corporate hedging and treasury risk framing.
Paul R. Krugman · Maurice Obstfeld · 2008 · MIT Press
Currency Crises and Contagion explores the dynamics of currency crises, particularly in emerging markets, and the mechanisms of contagion that can spread financial instability across borders. Authored by renowned economists Paul R. Krugman and Maurice Obstfeld, this work provides an intermediate-level analysis suitable for policymakers, macro traders, and economists.
Philip Bennett · 2013 · Butterworth Heinemann
This comprehensive guide explores the mechanics and applications of currency forwards and options, essential tools in the FX derivatives market. Designed for treasurers and corporate finance professionals, it delves into practical strategies for managing currency risk through these instruments.
Valerie Yalta · 2014 · John Wiley & Sons
This comprehensive guide focuses on the intricacies of trading and managing currency risk in emerging markets. It provides practical insights and methodologies tailored for traders and fund managers navigating these dynamic environments.
Jeremy Jerram · 2012 · John Wiley & Sons
Event-Driven FX Trading provides a comprehensive framework for profiting from macroeconomic events through the strategic use of currency futures and options. This text is particularly valuable for macro traders and fund managers looking to enhance their trading strategies in the foreign exchange market.
Lucio Sarno · Mark P. Taylor · 2003 · Cambridge University Press
Academic foundations of exchange rate behaviour.
Mohamed Bouzoubaa · Adel Osseiran · 2010 · John Wiley & Sons
This comprehensive guide explores the intricacies of exotic options and hybrid instruments, focusing on their structuring, pricing, and trading. It is particularly relevant for practitioners in FX and derivatives markets, providing insights into advanced pricing techniques and market dynamics.
Tim Weithers · 2006 · John Wiley & Sons
Practitioner-oriented FX markets overview.
Iain J. Clark · 2010 · John Wiley & Sons
Advanced FX options pricing and models.
Uwe Wystup · Jürgen Hakala · 2002 · Risk Books
This comprehensive text delves into the intricacies of foreign exchange risk, exploring various models, instruments, and strategies essential for effective risk management. It is particularly relevant for professionals engaged in FX trading and analysis, providing a robust framework for understanding and mitigating currency risk.
Giles Jewitt · 2015 · John Wiley & Sons
A teaching-first tour of FX options and related derivatives: vocabulary, intuition, and workbook-style drills rather than a cutting-edge vol-surface engineering manual. Best for learners building confidence; experienced FX vol desks should treat it as revision or training material, not a primary reference.
Shani Shamah · 2018 · John Wiley & Sons
FX Essentials provides a comprehensive introduction to the fundamental concepts of foreign exchange markets, including spot transactions, forwards, swaps, and non-deliverable forwards. It is designed for professionals seeking to understand the mechanics and applications of FX instruments within treasury operations.
Antonio Castagna · 2010 · John Wiley & Sons
FX options pricing and volatility surface practice.
2nd Edition
Uwe Wystup · 2017 · John Wiley & Sons
FX Options and Structured Products, Second Edition, by Uwe Wystup, provides an advanced exploration of non-vanilla FX options strategies and structured products. This comprehensive resource is designed for traders, analysts, and risk managers seeking to deepen their understanding of the FX derivatives market through practical case studies and exercises.
Chaboud et al. · 2014 · Federal Reserve
This book provides an in-depth analysis of high-frequency trading (HFT) in the foreign exchange (FX) market, utilising extensive EU high-frequency data. It examines the implications of HFT on market microstructure, offering insights relevant to traders and technologists alike.
Peter Isard · 2007 · International Monetary Fund
This title provides a comprehensive analysis of interest rate parity and its implications for exchange rates, combining both theoretical frameworks and empirical evidence. It is particularly relevant for macro traders and economists seeking to understand the dynamics of currency valuation in relation to interest rates.
Cheol S. Eun · Bruce G. Resnick · 2015 · McGraw-Hill
Textbook bridge between finance theory and global practice.
3rd Edition
Geert Bekaert · Robert J. Hodrick · 2017 · Cambridge University Press
This comprehensive text delves into the complexities of international financial management, focusing on foreign exchange (FX) markets, treasury operations, and risk management strategies. It is designed for intermediate readers, including treasurers, analysts, and students seeking to understand the global financial landscape.
Alexander Lipton · 2001 · World Scientific
This text offers a comprehensive exploration of mathematical methods specifically tailored for the foreign exchange market, focusing on the quantitative techniques employed by financial engineers. It covers a range of derivatives and their applications within FX, making it essential for practitioners seeking to enhance their analytical capabilities.
Alan S. Blinder · 2013 · John Wiley & Sons
In 'Monetary Policy and Currency Wars', Alan S. Blinder provides a comprehensive analysis of the interplay between monetary policy and currency fluctuations. This book is essential for understanding the implications of central bank actions on foreign exchange markets and global economic stability.
Arthur I. Stonehill et al. · 2015 · Pearson
Classic multinational finance and FX exposure framing.
3rd Edition
David F. DeRosa · 2011 · John Wiley & Sons
This comprehensive guide delves into the intricacies of options on foreign exchange, providing essential insights for practitioners in the FX derivatives market. It covers pricing models, risk management strategies, and the application of these instruments in various trading scenarios.
Updated Edition
Sheldon Natenberg · 2015 · McGraw-Hill
Sheldon Natenberg's 'Option Volatility and Pricing' is an essential resource for practitioners in the fields of FX and derivatives trading. This updated edition provides advanced trading strategies and risk management techniques crucial for navigating the complexities of option markets.
Israel Nelken · 2000 · McGraw-Hill
This comprehensive guide delves into the intricacies of pricing, hedging, and trading exotic options, focusing on their application in the FX and derivatives markets. It serves as an essential resource for traders and analysts seeking to enhance their understanding of complex financial instruments.
Menzie Chinn · Jeffrey Frankel · 2007 · Nber
This comprehensive examination of real exchange rates by Menzie Chinn and Jeffrey Frankel delves into the macroeconomic factors that influence currency values. It provides a critical analysis of the methodologies used to assess real exchange rates and their implications for international trade and investment decisions.
Owen F. Harris · Hon-Ho Kwang · 2017 · John Wiley & Sons
This comprehensive text delves into the foreign exchange market, covering both theoretical frameworks and practical applications. It addresses key concepts in market microstructure, making it essential for traders and analysts seeking to enhance their understanding of FX dynamics.
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.
Richard K. Lyons · 2006 · MIT Press
Landmark FX microstructure reference.
David Kynaston · 2011 · John Wiley & Sons
David Kynaston's 'The Pound and the City' provides an in-depth exploration of the Bank of England's evolution and its pivotal role in shaping the UK’s financial landscape. Covering historical events and economic policies, this work is essential for understanding the dynamics of foreign exchange and the historical context of financial markets.
Jim Gatheral · 2006 · John Wiley & Sons
The Volatility Surface: A Practitioner's Guide by Jim Gatheral delves into the complexities of the implied volatility surface, offering insights crucial for pricing and hedging derivatives. This work is particularly relevant for professionals engaged in FX and quantitative finance, as it bridges theoretical models with practical applications in the financial markets.
Brunnermeier et al. · 2009 · Nber
The Yen Carry Trade and Other Financial Crises examines the dynamics of the yen carry trade within the broader context of financial crises. Authored by Brunnermeier et al., this work delves into risk management strategies and macroeconomic implications relevant to FX markets.