Foreign Exchange Options

Peter G. Zhang
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Peter G. Zhang: Shanghai Futures Exchange, China

Chapter 11 in Chinese Yuan (Renminbi) Derivative Products, 2004, pp 145-156 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionCall and Put OptionsOptions PremiumsMajor Differences between Futures and Options ContractsCurrency Futures OptionsExotic Foreign Exchange OptionsVanilla vs Exotic OptionsDevelopment of Exotic OptionsMajor FX Exotic OptionsTurnovers of Major FX Exotic OptionsForeign Exchange Options in Emerging MarketsConclusions

Keywords: Chinese Yuan; CNY Revaluation; Non-Deliverable Forwards; CNY Forwards; CNY Non-Deliverable Options; CNY Non-Deliverable Swaps; CNY Structured Notes (search for similar items in EconPapers)
Date: 2004
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