Currency Derivatives : Pricing Theory, Exotic Options, and Hedging Applications
Author: David F. DeRosa
List Price: $69.95
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ISBN: 0471252670
Publisher: John Wiley & Sons (28 August, 1998)
Sales Rank: 124,499
Average Customer Rating: 4 out of 5
Customer Reviews
Rating: 4 out of 5
This is solid book that has depth
This book covers so much in the derivatives marketplace. After being involved in the business for 12 years and writing three books on futures and commodity derivatives I was definitely refreshed and enlightened by Mr.DeRosa's book.
Rating: 4 out of 5
Excellent choice of papers!
DeRosa has picked excellent papers. If one reads the papers in detail, the currency derivatives literature, as well as related derivatives literature, becomes very easy to understand.
Rating: 4 out of 5
Comprehensive
This book presents highly technical papers on diverse topics from variuous academics. It would be very helpful to anyone looking to understand theoretical aspects of FX derivatives. Since most papers are written by different authors, notation is not consistent. In addition, academics do not always write like Hemingway. Nevertheless, the book covers everyhting from vanillas to exotics very well. Similar Products
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