FX Opti*** and Structured Products外汇期权与结构性产品 电子版 免费 pdf 下载 azw3 fb2 caj mobi

There has been an explosive growth in the number of corporates, investors and financial instituti*** turning to structured products to achieve cost savings, risk controls and yield enhancements. However, the exact nature, risks and applicati*** of these products and soluti*** can be complex, and problems arise if the fundamental building blocks and principles are not fully understood. This book explains the most popular products and strategies with a focus on everything beyond vanilla opti***, dealing with these products in a li***te yet accessible manner, giving practical applicati*** and case studies.

A special emphasis on how the client uses the products, with interviews and de*i*** of real-life deals means that it will be possible to see how the products are applied in day-to-day situati*** – the theory is translated into practice.

作者简介：

UWE WYSTUP is CEO of www.mathfinance.com, a global network of quants specializing in modeling and implementing Foreign Exchange Exotics.

He has been working as Financial Engineer, Structurer and C***ultant in FX Opti*** Trading Teams of Citibank, UBS, Sal. Oppenheim and Commerzbank since 1992 and became an internationally known FX Opti*** expert in both Academia and Practice.

Uwe holds a PhD in mathematical finance from Carnegie Mellon University and has been appointed a professor of Quantitative Finance at HfB-Business School of Finance and Management in Frankfurt, where he is in charge of the Master Program in Quantitative Finance.

His first book Foreign Exchange Risk co-edited with Jürgen Hakala published in 2002, he has also published articles in Finance and Stochastics, the Journal of Derivatives and The MathFinance Newsletter.

Preface

Scope of this Book

The Readership

About the Author

Acknowledgments

1 Foreign Exchange Opti***

　1.1 A Journey through the History Of Opti***

　1.2 Technical Issues for Vanilla Opti***

　1.3 Volatility

　1.4 Basic Strategies containing Vanilla Opti***

　1.5 First Generation Exotics

　1.6 Second Generation Exotics

2 Structured Products

　2.1 Forward Products

　2.2 Series of Strategies

　2.3 Deposits and Loans

　2.4 Interest Rate and Cross Currency Swaps

　2.5 Participation Notes

3 Practical Matters

　3.1 The Traders’ Rule of Thumb

　3.2 Bid–Ask Spreads

　3.3 Settlement

　3.4 On the Cost of Delayed Fixing Announcements

4 Hedge Accounting under IAS 39

　4.1 Introduction

　4.2 Financial Instruments

　4.3 Evaluation of Financial Instruments　

　4.4 Hedge Accounting

　4.5 Methods for Testing Hedge Effectiveness

　4.6 Testing for Effectiveness - A Case Study of the Forward Plus

　4.7 Conclusion

　4.8 Relevant Original Sources for Accounting Standards

　4.9 Exercises

5 Foreign Exchange Markets

　5.1 A Tour through the Market

　5.2 Software and System Requirements

　5.3 Trading and Sales

Bibliography

Index

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书籍介绍

There has been an explosive growth in the number of corporates, investors and financial instituti*** turning to structured products to achieve cost savings, risk controls and yield enhancements. However, the exact nature, risks and applicati*** of these products and soluti*** can be complex, and problems arise if the fundamental building blocks and principles are not fully understood. This book explains the most popular products and strategies with a focus on everything beyond vanilla opti***, dealing with these products in a li***te yet accessible manner, giving practical applicati*** and case studies. A special emphasis on how the client uses the products, with interviews and descripti*** of real-life deals means that it will be possible to see how the products are applied in day-to-day situati*** – the theory is translated into practice. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.