This is a series of four books on foreign exchange options and markets, written in sequence but as standalone texts. Based on the authors numerous years in the industry, and around his training courses at Mathfinance, volumes I-III present a self contained approach to a specific area within the foreign exchange universe, while volume IV looks at legal aspects and case studies. Volume I is an introductory text, focusing on the basics of the FX business, markets and products. It provides an accessible introduction to FX for a range of practitioners, not limited to those in financial engineering roles. Volume II takes practitioners to the next level by looking at more exotic structures and instruments. As the FX markets have developed, so to have the structures, and so this volume will break these complex instruments down and explain their various components. Volume III will look at pricing FX options, introducing some of the most popular and less realized models, and their implementation. Volume IV presents more of the legal aspects of the FX markets, focusing on real life case studies of key issues in the industry (such as litigation), and analyzing these from the perspective of the buy and sell side of the finance industry.
The author will host additional, free electronic resources on his website, mathfinance.com.