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ZetaReticuli
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Posts: 1
Joined: July 24th, 2019, 10:35 am

Book recommendations for FX risk management (vanilla and exotics)

July 24th, 2019, 10:46 am

Hello All,
 
Please let me know if you’re an industry practitioner and have any recommendations for books on FX options from a risk management perspective covering vanilla and exotic products. These are some of the names that I am considering:
 
·        Foreign Exchange Option Pricing: A Practitioner's Guide - by Iain J. Clark
·        FX Options and Structured Products – by Textbook by U. Wystup
·        FX Options and Smile Risk - by Antonio Castagna
·        FX Derivatives Trader School Paperback – by Giles Jewitt
 
Cheers