Posted by
Kris . on
Jul 11, 2002; 11:39pm
URL: http://quantlib.414.s1.nabble.com/fx-derivatives-book-tp2108p2110.html
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>
--
__________________________________________________________
Sign-up for your own FREE Personalized E-mail at Mail.com
http://www.mail.com/?sr=signupSave up to $160 by signing up for NetZero Platinum Internet service.
http://www.netzero.net/?refcd=N2P0602NEP8