Mathematical Models for the Finance Industry

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FX Options and Structured Products 1st Edition - MathFinance

FX Options and Structured Products First Edition

“An excellent reference for the most widely used options and option strategies. It gives a great overview of the products and goes further for those who are interested in the quant side …”

(Tamas Korchmáros, Credit Suisse Structured FX & Treasury Products)

There has been an explosive growth in the number of corporates, investors and financial institutions turning to structured products to achieve cost savings, risk controls and yield enhancements. However, the exact nature, risks and applications of these products and solutions can be complex, and problems arise if the fundamental building blocks and principles are not fully understood.




This book explains the most popular products and strategies with a focus on everything beyond vanilla options, dealing with these products in an accessible manner, giving practical applications and case studies. A special emphasis on how the client uses the products, with interviews and descriptions of real-life deals means that it will be possible to see how the products are applied in day-to-day situations – the theory is translated into practice.