书目详细信息
： FX options and structured products /
书目信息 机读格式(MARC)
| ISBN： | 0470011459 (hbk.) |
|---|---|
| ISBN： | 9780470011454 (hbk.) |
| 编目源： | DLC DLC BAKER BWKUK YDXCP YDX UKM DLC |
| 个人名称： | Wystup, Uwe. |
| 题名： | FX options and structured products / Uwe Wystup. |
| 索书号： | F830.73/W994E |
| 出版发行项： | Chichester, England ; Hoboken, NJ : Wiley, c2006. |
| 载体形态： | xv, 323 p. : ill. ; 26 cm. + 1 CD-ROM. |
| 书目附注： | Includes bibliographical references (p. [313]-317) and index. |
| 格式化内容附注： | Foreign exchange options -- A journey through the history of options -- Technical issues for vanilla options -- Volatility -- Basic strategies containing vanilla options -- First generation exotics -- Second generation exotics -- Structured products -- Forward products -- Series of strategies -- Deposits and loans -- Interest rate and cross currency swaps -- Participation notes -- Hybrid FX products -- Practical matters -- The traders' rule of thumb -- Bid-ask spreads -- Settlement -- On the cost of delayed fixing announcements -- Hedge accounting under IAS 39 -- Financial instruments -- Evaluation of financial instruments -- Hedge accounting -- methods for testing hedge effectiveness -- Testing for effectiveness : a case study of the forward plus -- Foreign exchange markets -- A tour through the market -- Software and system requirements -- Trading and sales. |