FX Options and Structured Products
FX Options and Structured Products
复制标题
外汇期权和结构性产品
DOI：
10.1002/9781119192183
复制
发表时间：
2007
期刊：
影响因子：
--
通讯作者：
Uwe Wystup
中科院分区：
文献类型：
--
作者：
Uwe Wystup
序言。这本书的范围。读者。关于作者。致谢。1外汇期权。1.1 A Journey Through the History Of Options（期权历史之旅）1.2 Vanilla选项的技术问题。1.3波动1.4基本策略包含香草选项。1.5第一代外星人1.6第二代异国情调。2结构性产品2.1向前产品。2.2战略系列。2.3存款和贷款。2.4利率和交叉货币互换。2.5参与说明。3实际问题。3.1交易者的经验法则。3.2买卖价差。3.3结算3.4关于延迟发布固定公告的成本。4 IAS 39下的套期会计。4.1导论. 4.2金融工具。4.3金融工具的评估。4.4对冲会计4.5套期保值有效性检验方法。4.6有效性测试--Forward Plus的案例研究。4.7结论4.8会计准则的相关原始资料来源。4.9演习5外汇市场5.1穿过市场。5.2软件和系统要求。5.3交易和销售。参考书目。指数.
Preface. Scope of this Book. The Readership. About the Author. Acknowledgments. 1 Foreign Exchange Options. 1.1 A Journey through the History Of Options. 1.2 Technical Issues for Vanilla Options. 1.3 Volatility. 1.4 Basic Strategies containing Vanilla Options. 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.