exchange products structured strategies

books:

FX Options and Structured Products (The Wiley Finance Series)

1 review
Uwe Wystup

Wiley, 2007

Fantastic book
This is probably the book to read if you are on the FX trading floor. Uwe has done an excellent job of demystifying things. It is a must read for an FX structurer.

Foreign Exchange Risk: Models, Instruments and Strategies
Jurgen Hakala, Uwe Wystup

Risk Books, 2002

Provides all the vital quantitative tools for foreign exchange options in a clear and logical manner. Covers the financial management of foreign exchange risk together with analysis of different methods for mitigating and controlling cross currency price differentials. Shows how both market risk and model risk can be managed by choosing a suitable pricing model. Presents products, pricing models, tools and strategies as well as numerical ...