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Foreign Exchange Markets Professional Series

Rondanini L: FX OPTIONS

FX OPTIONS

Pricing, Hedging, Exotics, Risk and Institutional Practice


<p>
FX Cash Products: Spot, Forwards, Swaps &amp; Non-Deliverable Forwards Book 1 of the Foreign Exchange Markets Professional Series

The foreign exchange market is the world's largest and most liquid financial market, with daily turnover exceeding $7.5 trillion. Yet for many professionals entering treasury, trading, or risk management, a rigorous and practical reference covering cash FX instruments has remained elusive - until now.
FX Cash Products is an institutional-grade practitioner's guide to the full spectrum of foreign exchange cash markets. Written by two practitioners with a combined seven decades of experience across bank trading desks, corporate treasuries, and financial advisory, this book bridges the gap between theoretical foundations and the operational realities of today's markets.

Across seventeen chapters and five integrated parts, readers gain comprehensive mastery of:FX Market Foundations - market structure, global participants, trading sessions, and quotation mechanics
Spot FX Markets - trading fundamentals, market microstructure, execution strategies, and transaction cost analysis
FX Forward Contracts - pricing theory, corporate hedging applications, hedge accounting under IFRS 9 and ASC 815, and settlement operations
FX Swaps - structure and mechanics, funding and liquidity applications, and central bank swap operations
Non-Deliverable Forwards - emerging market FX, NDF pricing, and risk management in restricted currency markets



Every chapter is built around real institutional scenarios, worked examples with step-by-step calculations, and direct references to current market practice. A companion Python toolkit provides professional-grade implementations of every key model - from forward pricing to swap valuation - enabling immediate practical application.
Who this book is for: Corporate treasurers managing FX exposures and hedge programmes; FX traders on bank and institutional desks; risk managers implementing controls and regulatory frameworks; asset managers running currency overlay strategies; and finance professionals seeking rigorous, practitioner-tested knowledge for career advancement or professional certification.

FX Cash Products is the definitive desk reference for anyone who works with foreign exchange markets professionally.

Luigi Pascal Rondanini is a financial markets practitioner and management consultant with 38 years of experience, including a decade trading FX, money markets, and derivatives. He is the founder of Rondanini Publishing Ltd.
David Axtell is an FX markets specialist with over 35 years of institutional experience, having held senior roles at NatWest, HSBC Dubai, Qatar National Bank, and SHUAA Capital.</p>


Spot, Forwards, Swaps & Non-Deliverable Forwards

Fx Cash Products

Mathematics and Statistics (R0)

&lt;p&gt;Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature. While the methodology for options-based "model-free" pricingof equity volatility has been known for some time, little is known aboutanalogous methodologies for pricing various fixed income volatilities.&lt;/p&gt;&lt;p&gt;This book fills this gap and provides aunified evaluation framework of fixed income volatility while dealing withdisparate markets such as interest-rate swaps, government bonds, time-depositsand credit. It develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities.&lt;/p&gt;

Antonio Mele

Yoshiki Obayashi

The Price of Fixed Income Market Volatility

FX OPTIONS

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