Wystup, Uwe. FX options and structured products / Uwe Wystup. p. cm. Includes bibliographical references. ISBN-13: 978-0-470-01145-4 ISBN-10: 0-470-01145-9 1. Foreign exchange options. 2. Structured notes (Securities) 3. Derivative securities. I. Title. HG3853. W88 2006 332.4 5—dc22 2006020352 British Library Cataloguing in Publication Data Wystup, Uwe. FX options and structured products / Uwe Wystup. p. cm. Includes bibliographical references. ISBN-13: 978-0-470-01145-4 ISBN-10: 0-470-01145-9 1. Foreign exchange options. 2. Structured notes (Securities) 3. Derivative securities. I. Title. HG3853. W88 2006 332.4 5—dc22 2006020352 British Library Cataloguing in Publication Data With the thoroughness and balance of theory and practice only Uwe Wystup can deliver, this fully revised edition offers authoritative solutions for the real world in an easy-to-access format. See how specific products actually work through detailed case studies featuring clear examples of FX options, common structures and custom solutions. FX Options and Structured Products (Wiley Finance Series) FX Options and Structured Products (Wiley Finance Series) Veiga, Carlos, Wystup, Uwe Closed Formula for Options with Discrete Dividends and its Derivatives. in: Applied Mathematical Finance, (2009), Volume 16, Issue 6, p. 517-531 Becker, Christoph, Wystup, Uwe On the Cost of Delayed
Uwe Wystup is also CEO of MathFinance AG, a global network of quants specializing in Quan-titative Finance, Exotic Options advisory and Front Office Software Production. Previously he was a Financial Engineer and Structurer in the FX Options Trading Team at Commerzbank. Before that he worked for Deutsche Bank, Citibank, UBS and Sal.
Wystup, Uwe. FX options and structured products / Uwe Wystup. p. cm. Includes bibliographical references. ISBN-13: 978-0-470-01145-4 ISBN-10: 0-470-01145-9 1. Foreign exchange options. 2. Structured notes (Securities) 3. Derivative securities. I. Title. HG3853. W88 2006 332.4 5—dc22 2006020352 British Library Cataloguing in Publication Data Wystup, Uwe. FX options and structured products / Uwe Wystup. p. cm. Includes bibliographical references. ISBN-13: 978-0-470-01145-4 ISBN-10: 0-470-01145-9 1. Foreign exchange options. 2. Structured notes (Securities) 3. Derivative securities. I. Title. HG3853. W88 2006 332.4 5—dc22 2006020352 British Library Cataloguing in Publication Data With the thoroughness and balance of theory and practice only Uwe Wystup can deliver, this fully revised edition offers authoritative solutions for the real world in an easy-to-access format. See how specific products actually work through detailed case studies featuring clear examples of FX options, common structures and custom solutions. Whereas Uwe's previous book, "FX Options and Structured Products", was written to help the reader understand exotic options and structures from a structuring and sales perspective, this new book, "Modeling and Pricing FX Structured Products" focuses on the modeling aspects, implementation issues, and looks at which model to use for which product, how the mathematics behind them works and how FX Options and Structured Products explains the most popular products and strategies with a focus on everything beyond vanilla options, dealing with these products in a literate yet accessible manner, giving practical applications and case studies. Everything from quotation conventions, seagulls, shark forwards, bid-ask spreads, settlement Uwe Wystup is also CEO of MathFinance AG, a global network of quants specializing in Quan-titative Finance, Exotic Options advisory and Front Office Software Production. Previously he was a Financial Engineer and Structurer in the FX Options Trading Team at Commerzbank. Before that he worked for Deutsche Bank, Citibank, UBS and Sal.
Artikel in referierten Zeitschriften Veiga, Carlos, Wystup, Uwe Closed Formula for Options with Discrete Dividends and its Derivatives. in: Applied Mathematical Finance, (2009), Volume 16, Issue 6, p. 517-531
FX Options and Structured Products (The Wiley Finance Series series) by Uwe Wystup. There has been an explosive growth in the number of corporates, investors and financial institutions turning to structured products to achieve cost savings, risk controls and yield enhancements.
Uwe Wystup joined the department of Mathematics and Computer Science in October 2013 as a professor of financial option price modeling and foreign
Wystup, Uwe. FX options and structured products / Uwe Wystup. p. cm. Includes bibliographical references. ISBN-13: 978-0-470-01145-4 ISBN-10: 0-470-01145-9 1. Foreign exchange options. 2. Structured notes (Securities) 3. Derivative securities. I. Title. HG3853. W88 2006 332.4 5—dc22 2006020352 British Library Cataloguing in Publication Data
The authors introduce common FX market quoting conventions and describe in detail the subtleties embedded in these quotations. All content in this area was uploaded by Uwe Peter Wystup on May
With the thoroughness and balance of theory and practice only Uwe Wystup can deliver, this fully revised edition offers authoritative solutions for the real world in an easy-to-access format. See how specific products actually work through detailed case studies featuring clear examples of FX options, common structures and custom solutions. FX Options and Structured Products (Wiley Finance Series) FX Options and Structured Products (Wiley Finance Series) Veiga, Carlos, Wystup, Uwe Closed Formula for Options with Discrete Dividends and its Derivatives. in: Applied Mathematical Finance, (2009), Volume 16, Issue 6, p. 517-531 Becker, Christoph, Wystup, Uwe On the Cost of Delayed With the thoroughness and balance of theory and practice only Uwe Wystup can deliver, this fully revised edition offers authoritative solutions for the real world in an easy-to-access format. See how specific products actually work through detailed case studies featuring clear examples of FX options, common structures and custom solutions. Whereas Uwe's previous book, "FX Options and Structured Products", was written to help the reader understand exotic options and structures from a structuring and sales perspective, this new book, "Modeling and Pricing FX Structured Products" focuses on the modeling aspects, implementation issues, and looks at which model to use for which product, how the mathematics behind them works and how UWE WYSTUP is the founder and managing director of Math-Finance AG, a consulting and software company specializing in quantitative finance, implementation of derivatives models, valuation and validation services. During his career, he worked as a financial engineer, structurer and consultant in FX options trading teams for such banks as Commerzbank, Deutsche Bank, Citibank, UBS and Sal. Nov 01, 2020