外汇期权与结构性产品FX Opti*** and Structured Products mobi 下载 网盘 caj lrf pdf txt 阿里云

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.

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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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.