FX Exotic Options

This advanced three-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products.

FX exotics are becoming increasingly commonplace in today’s capital markets.  The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market.

All delegates receive a copy of Uwe's book "FX Options & Structured Products"

Professor Wystup is an extremely experienced practitioner in the field of foreign exchange options, a senior academic and a highly engaging teacher. He has twenty years of financial markets experience as a consultant, financial engineer, trader and structurer at UBS, Sal.Oppenheim and Commerzbank and is also Professor of quantitative finance at Frankfurt School of Finance & Management and Associate Fellow at Warwick Business School.

Uwe is well known for his many publications on FX exotics and related topics: his 2002 book on Foreign Exchange Risk has become a market standard, including a translation in Mandarin. His second book on FX Options and Structured Products appeared in November of 2006 as part of the Wiley Finance series and a copy will be available for delegates.