Foreign exchange option - Wikipedia
In general, Corporations primarily use FX options to hedge future cash flows in a foreign currency. The most usual rule is to hedge certain foreign currency cash flows with FX-forwards , and uncertain foreign cash flows with FX-options.
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Reflecting this, there are basically four Options transactions possible to be dealt:. In addition, there are number of variations on Options like for instance, Caps and floors, which are options on market interest rates e.
Further, there are traded also Swaptions, which are in fact options on long term interest rates, IR-swaps , also Barrier-options etc. As seen from above, this Product is quite complex and provides large optionality, so that it is hard to describe all alternatives and possibilities for what kind of trading strategies it could be used. Proin quis odio posuere, porta turpis a, cursus dui. In hac habitasse platea dictumst. In molestie ex tincidunt nisi tristique viverra.
Pricing Foreign Exchange Options
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Foreign Exchange (FX) Options
This is a dummy description. This book covers foreign exchange options from the point of view of the finance practitioner.
It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange—not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. About the Author Dr Iain J. Clark , London, UK , is Head of Foreign Exchange Quantitative Analysis at Dresdner Kleinwort in London, where he set up and runs the team responsible for developing pricing libraries for the front office.
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