Re: fx derivatives book

Posted by Ferdinando M. Ametrano-2 on Jul 11, 2002; 8:14am
URL: http://quantlib.414.s1.nabble.com/fx-derivatives-book-tp2108p2112.html

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