Amazon Price: N/A (as of March 17, 2017 3:51 am –
A very gentle introduction to FX markets and the most widely used volatility models for Pricing Foreign Exchange Options.
Covering:
*Option basics
*Vanilla options
*Put/Call Parity
*European vs. American style options
*Barrier options
*European Digital
*One Touch and No Touch
*Most Common Strategies (Single Option, Straddle, Strangle, Risk Reversal, Spreads, Seagulls)
*Pricing FX Options
*Option Sensitivity (Delta, Gamma, Time Decay, Vega)
Product Details
- File Size: 115 KB
- Print Length: 13 pages
- Publication Date: January 13, 2017
- Language: English
- ASIN: B01MR66W0O
- Text-to-Speech: Enabled
- X-Ray: Not Enabled
- Word Wise: Enabled
- Lending: Not Enabled
- Screen Reader: Supported
- Enhanced Typesetting: Enabled
