Foreing exchange options : an international guide to options trading and practice /
Alan Hicks.
- Cambridge, Inglaterra : Woodhead Publishing, 1993.
- ix,370 páginas : ilustraciones a blanco y negro ; 25 cm.
Introduction, 1 -- 1. The basics, 3 -- 2. The marketplace, 6 -- 3. Option characteristics, 14 -- 4. Put-call parity, 20 -- 5. Option combinations, 23 -- 6. Option pricing, 38 -- 7. Option trading risks, 46 -- 8. Hedging and trading a portfolio of options, 53 -- 9. OTC market practice, 69 -- 10. Management control of an active portfolio, 81 -- 11. Regulatory controls, 93 -- 12. International currency options market (ICOM) terms and conditions, 100 -- 13. counterparty credit risk (OTC), 110 -- 14. Accounting for currency options, 119 -- 15. Option derivatives and the future, 129 -- Appendix, 149 -- Index, 368.