- Title Page
- Copyright
- Dedication
- Preface
- Acknowledgments
- Part I: The Basics
- Chapter 1: Introduction to Foreign Exchange
- Chapter 2: Introduction to FX Derivatives
- Chapter 3: Introduction to Trading
- Practical A: Building a Trading Simulator in Excel
- Chapter 4: FX Derivatives Market Structure
- Chapter 5: The Black-Scholes Framework
- Practical B: Building a Numerical Integration Option Pricer in Excel
- Chapter 6: Vanilla FX Derivatives Greeks
- Practical C: Building a Black-Scholes Option Pricer in Excel
- Chapter 7: Vanilla FX Derivatives Pricing
- Chapter 8: Vanilla FX Derivatives Structures
- Chapter 9: Vanilla FX Derivatives Risk Management
- Chapter 10: Vanilla FX Derivatives Miscellaneous Topics
- Practical D: Generating Tenor Dates in Excel
- Part II: The Volatility Surface
- Chapter 11: ATM Curve Construction
- Practical E: Constructing an ATM Curve in Excel
- Chapter 12: Volatility Smile Market Instruments and Exposures
- Practical F: Constructing a Volatility Smile in Excel
- Chapter 13: Probability Density Functions
- Practical G: Generating a Probability Density Function from Option Prices in Excel
- Part III: Vanilla FX Derivatives Trading
- Chapter 14: Vanilla FX Derivatives Trading Exposures
- Chapter 15: Vanilla FX Derivatives Trading Topics
- Understanding the FX Derivatives Market
- Trading the Overnight
- Gartman's Rules of Trading
- Vega Positioning
- Short-Date Trading: Long ATM versus Short Wings
- Client Option Orders
- Quoting Vanilla Spreads
- Trading Long-Dated FX Derivatives
- Trading Pegged Currency Pairs
- Positive Vanilla Spreads
- Writing-Off Vanilla Risk
- Vanilla Pin Risk
- Low Delta Vanilla Options
- Agreeing Broker Market Data
- Chapter 16: ATM Volatility and Correlation
- Chapter 17: FX Derivatives Market Analysis
- Part IV: Exotic FX Derivatives
- Chapter 18: Exotic FX Derivatives Pricing
- Chapter 19: FX Derivatives Pricing Models
- Chapter 20: Exotic FX Derivatives Product Classification
- Chapter 21: European Digital Options
- Chapter 22: European Barrier Options
- Chapter 23: Touch Options
- Chapter 24: American Barrier Options
- Chapter 25: Exotic FX Derivatives Trading Topics
- Chapter 26: Window Barrier and Discrete Barrier Options
- Practical H: Building a Monte Carlo Option Pricer in Excel
- Chapter 27: Vanilla Variations
- Chapter 28: Accrual and Target Redemption Options
- Chapter 29: Asian Options
- Chapter 30: Multi-Asset Options
- Chapter 31: Miscellaneous Options
- Further Reading
- About the Companion Website
- End User License Agreement
-
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