A Currency Options Primer
A quick and concise guide to currency options
An understanding of currency options is essential for those working in investment and foreign exchange. A Currency Options Primer sets out to give readers a clear guide to how the currency option market functions, offering practical advice on mastering the necessary components and concepts for fully understanding the workings of this market.
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American style option binary option Black–Scholes buy dollars call currency option call option cash central banks compound option currency option currency pair delta hedge dollar call dollar put downside euro European option European style option example exercise price expiry date favourable Figure fixed foreign currency foreign exchange market foreign exchange rate forward foreign exchange franc pips gamma hedger implied volatility in-the-money increase interest rate intrinsic value investors Japanese yen knock-in knock-out limited market market market market rises maturity move option position option premium option pricing option strategy option structure option writer options market OTM call OTM put out-of-the-money payoff payout portfolio predetermined premium cost profit potential purchaser put option rate of sfr right to buy Risk profile risk reversal sell a dollar seller spot foreign exchange spot rate straddle strike price strike rate Swiss franc trade transaction trigger level underlying currency upfront premium vanilla option