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fx derivatives book

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Ilja Chagalov

fx derivatives book

Hello!

Can anybody recommend me a good book about foreign exchange derivatives?
The main criterion for me is it's practical usefullness: it should contain
details, which are relevant for software implementation.

Thanks,
Ilja

Ferdinando M. Ametrano-2

Re: fx derivatives book

Hi all

I know there have been a few unanswered questions lately, I will do my best
to catch up in the next days.

Ilja Chagalov wrote:
>Can anybody recommend me a good book about foreign exchange derivatives?
>The main criterion for me is it's practical usefullness: it should contain
>details, which are relevant for software implementation.
I've been told "Mathematical Methods For Foreign Exchange: A Financial
Engineer's Approach"
by Alexander Lipton is great and I'll plan to buy it, I'll post something
here when I'll have it.
There are also 1/2 Risk books but I don't know if they're worth the money.
Anybody?

ciao -- Nando

Choon-Peng Toh

Re: fx derivatives book

In reply to this post by Ilja Chagalov

Hi,
I think Lipton's book is great for quants but if you need something that
will get you started with model implementation as quickly as possible, the
RISK book "Foreign Exchange Risk" is a good resource.

Choon Peng Toh
Head of FX Derivatives Research
Bank of America
Chicago

>From: Ferdinando Ametrano <[hidden email]>
>To: "Ilja Chagalov" <[hidden email]>,
><[hidden email]>
>Subject: Re: [Quantlib-users] fx derivatives book
>Date: Thu, 11 Jul 2002 16:13:11 +0200
>
>Hi all
>
>I know there have been a few unanswered questions lately, I will do my best
>to catch up in the next days.
>
>Ilja Chagalov wrote:
>>Can anybody recommend me a good book about foreign exchange derivatives?
>>The main criterion for me is it's practical usefullness: it should contain
>>details, which are relevant for software implementation.
>I've been told "Mathematical Methods For Foreign Exchange: A Financial
>Engineer's Approach"
>by Alexander Lipton is great and I'll plan to buy it, I'll post something
>here when I'll have it.
>There are also 1/2 Risk books but I don't know if they're worth the money.
>Anybody?
>
>ciao -- Nando
>
>
>
>-------------------------------------------------------
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Bernd J Wuebben

RE: fx derivatives book

In reply to this post by Ferdinando M. Ametrano-2

> I've been told "Mathematical Methods For Foreign Exchange: A
> Financial
> Engineer's Approach"
> by Alexander Lipton is great and I'll plan to buy it, I'll

Great Book by a great guy. (I used to work with him.) -- Bernd

Kris .

Re: fx derivatives book

In reply to this post by Ilja Chagalov

How about DeRosa's Currency derivatives -- pricing theory,hedging apps.. ??

cheers,
kris

----- Original Message -----
From: Ferdinando Ametrano <[hidden email]>
Date: Thu, 11 Jul 2002 16:13:11 +0200
To: "Ilja Chagalov" <[hidden email]>, <[hidden email]>
Subject: Re: [Quantlib-users] fx derivatives book

> Hi all
>
> I know there have been a few unanswered questions lately, I will do my best
> to catch up in the next days.
>
> Ilja Chagalov wrote:
> >Can anybody recommend me a good book about foreign exchange derivatives?
> >The main criterion for me is it's practical usefullness: it should contain
> >details, which are relevant for software implementation.
> I've been told "Mathematical Methods For Foreign Exchange: A Financial
> Engineer's Approach"
> by Alexander Lipton is great and I'll plan to buy it, I'll post something
> here when I'll have it.
> There are also 1/2 Risk books but I don't know if they're worth the money.
> Anybody?
>
> ciao -- Nando
>
>
>
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> PC Mods, Computing goodies, cases & more
> http://thinkgeek.com/sf
> _______________________________________________
> Quantlib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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Kris .

Re: fx derivatives book

In reply to this post by Ilja Chagalov

Srinivasan Rajasekaran

Re: fx derivatives book

In reply to this post by Ilja Chagalov

Hello everyone,

Coming to the issue of Fx derivatives book. I just started using Lipton's book. It is a nice book and has nice introduction on the tools and techniques. You wont be disappointed in buying the book.

The introduction on Mathematics and further topics on for example deviations from Black-Scholes been treated very nicely. At least I liked it very much.

Have fun with it.

Nivas

----- Original Message -----

From: Ilja Chagalov

Sent: 11 July 2002 08:29

To: [hidden email]

Subject: [Quantlib-users] fx derivatives book

Hello!

Can anybody recommend me a good book about foreign exchange derivatives?
The main criterion for me is it's practical usefullness: it should contain
details, which are relevant for software implementation.

Thanks,
Ilja

-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
PC Mods, Computing goodies, cases & more
http://thinkgeek.com/sf
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