Autor: Luigi Pascal Rondanini,David Axtell
Editorial: Rondanini Publishing Ltd
Año: 23/07/2026
ISBN: 9781918177206
Encuadernación: Tapa blanda
Páginas: 790 pp.
Idioma: eng
EAN: 9781918177206
The second volume in the Foreign Exchange Markets Professional Series. Thirty chapters across six parts - vanilla and exotic FX options, the complete Greeks framework, volatility surfaces, structured products, institutional risk management, and advanced volatility models. Written for practitioners who price, hedge, or manage risk in FX derivatives. Not a textbook. A desk reference.
For FX options traders and market makers: pricing, Greeks management, volatility surface trading, and portfolio risk. For corporate treasurers and risk managers: hedging programme design, instrument selection, and hedge effectiveness. Coverage includes digital and barrier options, Asian and basket structures, correlation and quanto adjustments, variance swaps, and exotic combinations used on institutional desks.
Includes 193 worked examples and a companion Python toolkit for pricing, Greeks, VaR, and quantitative risk calculators. (sold separately)
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