With more than 800 copies sold throught the world, this book is a wonderful opportunity to gain knowledge and insight in the area of FX Risk.

The original book (hardcover), edited by Jügen Hakala and Uwe Wystup, came out in 2002 as a Risk Publication. Currently it is not printed anymore, but it can still be ordered through Uwe Wystup at a price of 195 EUR plus postage. Please contact us (there are only 5 left in stock).

In 2008, the new softcover reprint was issued and can now be ordered directly here.

Take a look inside: Table of Contents| Preface| About the Authors| Chapter One
Details
Foreign Exchange Risk
Uwe Wystup
ISBN: 1-899-33237-5
Softcover
355 pages
October 2001
Current price: €195.00

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 a literate yet 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.

More than 4000 copies sold!

Take a look inside: Table of contents and sample sections

Details
FX Options and Structured Products
Uwe Wystup
ISBN: 0-470-01145-9
Hardcover
344 pages
November 2006
Current price: €78.00

Can also be ordered at Wiley


If you are interested in this book, I would kindly ask you to be patient and stay tuned to www.mathfinance.com, where I will announce when it is complete.
Details
Modeling Foreign Exchange Options: A Quantitative Approach (The Wiley Finance Series)
Uwe Wystup
ISBN-10: 0470725478
ISBN-13: 978-0470725474
Hardcover
352 pages
Work in progress


Written by the equity quant team of Deutsche Bank in 1999 this book remains a valuable resource for equity derivatives practitioners. It contains a broad range of closed form formulae for exotic products as well as a concise treatment of the standard equity hybrid model (Hull-White rates, lognormal stocks).

Take a look inside!
Details
Modeling & Hedging Equity Derivatives
Oliver Brockhaus et al.
ISBN: 9781899332342
Hardcover
Can also be ordered at RiskBooks


The second Deutsche Bank book written in 2000 is one of the earliest references for mixed dividends, volatility products in the Heston framework and volatility dynamics. It also covers topics of renewed interest such as coherent risk measures, extreme value theory and correlation concepts.

Take a look inside!
Details
Equity Derivatives and Market Risk Models
Oliver Brockhaus et al.
ISBN: 9781899332878
Hardcover
Can also be ordered at RiskBooks