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, fixings, hedging accumulators, unwinding FX-linked swaps and deposits, pricing first generation exotics using the traders’ rule of thumb.

This book has a special emphasis on how the client uses the products, with interviews and descriptions of real-life deals means that it will be possible to see how the products are applied in day-to-day situations – the theory is translated into practice.

• Quants and Traders learn the structuring view and client perspective
• Structurers and Sales learn the quantitative fundamentals
• Newcomers learn the products and the FX particularities and jargon
• Accounting of Structured Products concisely covered

Real life exercises and examples throughout.