SERVING THE QUANTITATIVE FINANCE COMMUNITY

Topic Author
Posts: 4
Joined: September 9th, 2016, 3:47 am

### Foreign Exchange and Related Derivatives

I am looking for book on Foreign Exchange and Related Derivatives.
I would appreciate it if you could suggest some book.

frolloos
Posts: 1505
Joined: September 27th, 2007, 5:29 pm
Location: Netherlands

### Re: Foreign Exchange and Related Derivatives

Good book on foreign exchange in particular, and derivatives pricing techniques in general.

Paul
Posts: 8343
Joined: July 20th, 2001, 3:28 pm

### Re: Foreign Exchange and Related Derivatives

I did once skim through some FX derivatives book (not the one in the link) mentally changing every reference to “foreign interest rate” to “dividend yield.” And I found I was then reading an equity derivatives text book. And the moral of the story is? Something about marketing.

bearish
Posts: 3131
Joined: February 3rd, 2011, 2:19 pm

### Re: Foreign Exchange and Related Derivatives

I used to do this stuff, but it has been a long time. That being said, I think Uwe Wystup's book is worth a look. And I don't deeply disagree with Paul in this case, although the set of basic traded instruments is a bit different in the FX market.