David F. DeRosa's Books

Options on Foreign Exchange

By: David F. DeRosa

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A comprehensive guide to the world's largest financial market Foreign exchange is the world's largest financial market and continues to grow at a rapid pace. As economies intertwine and currencies fluctuate there is hardly a corporate entity that doesn't need to use options on foreign exchange to hedge risk or increase returns. Moreover, currency options, both vanilla and exotic, are part of standard toolkit of professional portfolio managers and hedge funds. Written by a practitioner with real-world experience in this field, the Third Edition of Options on Foreign Exchange opens with a substantive discussion of the spot and forward foreign exchange market and the mechanics of trading currency options. The Black-Scholes-Merton option-pricing model as applied to currency options is also covered, along with an examination of currency futures options. Throughout the book, author David DeRosa addresses the essential elements of this discipline and prepares you for the various challenges you could face. Updates new developments in the foreign exchange markets, particularly regarding the volatility surface Includes expanded coverage of the currency crises and capital controls, electronic trading, forward contracts, exotic options, and more Employs real-world terminology so you can a firm understanding of this dynamic marketplace The only way to truly succeed in today's foreign exchange market is by becoming more familiar with currency options. The Third Edition of Options on Foreign Exchange will help you achieve this goal and put you in better position to make more profitable decisions in this arena.

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Page Count

290

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118097564

ISBN 13

9781118097564

Foreign Exchange Operations

Master Trading Agreements, Settlement, and Collateral

By: David F. DeRosa

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Foreign Exchange Operations

Master Trading Agreements, Settlement, and Collateral

By: David F. DeRosa

The ultimate nuts-and-bolts guide to foreign exchange operations The foreign exchange landscape is particularly risky since so much of the world is unregulated and takes place over the counter (off exchange). Brilliant traders and money managers who are profitable may find themselves underperforming, or worse, losing, simply because they failed to establish strong operations. In this book, David DeRosa provides industry players with everything they need for strong operational functions from all the types of trades to execution, master trading agreements, documentation, settlement, margin and collateral, and prime brokerage services. Contains vital work flow solutions for trading in the volatile foreign exchange marketplace Offers information for mastering the operational aspect of foreign exchange trading to help determine best partners such as prime brokers and others Written by David DeRosa a leading foreign exchange expert who has consulted to hundreds of financial institutions Foreign Exchange Operations helps traders mitigate risks and offers a guide to all aspects of trading operations from mastering trading agreements to margin documentation.

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Page Count

416

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470932910

ISBN 13

9780470932919

Bursting the Bubble: Rationality in a Seemingly Irrational Market

By: David F. DeRosa

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Bursting the Bubble: Rationality in a Seemingly Irrational Market

By: David F. DeRosa

The presence of speculative bubbles in capital markets (an important area of interest in financial history) is widely accepted across many circles. Talk of them is pervasive in the media and especially in the popular financial press. Bubbles are thought to be found primarily in the stock market, which is our main interest, although bubbles are said to occur in other markets. Bubbles go hand in hand with the notion that markets can be irrational. The academic community has a great interest in bubbles, and it has produced scholarly literature that is voluminous. For some economists, doing bubble research is like joining the vanguard of a Kuhnian paradigm shift in economic thinking. Not so fast. If bubbles did exist, they would pose a serious challenge to neoclassical finance. Bubbles would contradict the ideas that markets are rational or work in an informationally efficient manner. That’s what makes the topic of bubbles interesting. This book reviews and evaluates the academic literature as well as some popular investment books on the possible existence of speculative bubbles in the stock market. The main question is whether there is convincing empirical evidence that bubbles exist. A second question is whether the theoretical concepts that have been advanced for bubbles make them plausible. The reader will discover that I am skeptical that bubbles actually exist. But I do not think I or anyone else will ever be able to conclusively prove that there has never been a bubble. From studying the literature and from reading history, I find that many famous purported bubbles reflect inaccurate history or mistakes in analysis or simply cannot be shown to have existed. In other instances, bubbles might have existed. But in each of those cases, there are credible rational explanations. And good evidence exists for the idea that even if bubbles do exist, they are not of great importance to understanding the stock market.

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Page Count

206

Publisher

CFA Institute Research Foundation

Published Date

ISBN 10

1952927110

ISBN 13

9781952927119

The Physics of Submicron Semiconductor Devices

By: Harold L. Grubin,David K. Ferry,C. Jacoboni

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The Physics of Submicron Semiconductor Devices

By: Harold L. Grubin,David K. Ferry,C. Jacoboni

The papers contained in the volume represent lectures delivered as a 1983 NATO ASI, held at Urbino, Italy. The lecture series was designed to identify the key submicron and ultrasubmicron device physics, transport, materials and contact issues. Nonequilibrium transport, quantum transport, interfacial and size constraints issues were also highlighted. The ASI was supported by NATO and the European Research Office. H. L. Grubin D. K. Ferry C. Jacoboni v CONTENTS MODELLING OF SUB-MICRON DEVICES.................. .......... 1 E. Constant BOLTZMANN TRANSPORT EQUATION... ... ...... .................... 33 K. Hess TRANSPORT AND MATERIAL CONSIDERATIONS FOR SUBMICRON DEVICES. . .. . . . . .. . . . .. . .. . .... ... .. . . . .. . . . .. . . . . . . . . . . 45 H. L. Grubin EPITAXIAL GROWTH FOR SUB MICRON STRUCTURES.................. 179 C. E. C. Wood INSULATOR/SEMICONDUCTOR INTERFACES.......................... 195 C. W. Wilms en THEORY OF THE ELECTRONIC STRUCTURE OF SEMICONDUCTOR SURFACES AND INTERFACES......................................... 223 C. Calandra DEEP LEVELS AT COMPOUND-SEMICONDUCTOR INTERFACES........... 253 W. Monch ENSEMBLE MONTE CARLO TECHNIqUES............................. 289 C. Jacoboni NOISE AND DIFFUSION IN SUBMICRON STRUCTURES................. 323 L. Reggiani SUPERLATTICES. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361 . . . . . . . . . . . . K. Hess SUBMICRON LITHOGRAPHY 373 C. D. W. Wilkinson and S. P. Beaumont QUANTUM EFFECTS IN DEVICE STRUCTURES DUE TO SUBMICRON CONFINEMENT IN ONE DIMENSION.... ....................... 401 B. D. McCombe vii viii CONTENTS PHYSICS OF HETEROSTRUCTURES AND HETEROSTRUCTURE DEVICES..... 445 P. J. Price CORRELATION EFFECTS IN SHORT TIME, NONS TAT I ONARY TRANSPORT. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477 . . . . . . . . . . . . J. J. Niez DEVICE-DEVICE INTERACTIONS............ ...................... 503 D. K. Ferry QUANTUM TRANSPORT AND THE WIGNER FUNCTION................... 521 G. J. Iafrate FAR INFRARED MEASUREMENTS OF VELOCITY OVERSHOOT AND HOT ELECTRON DYNAMICS IN SEMICONDUCTOR DEVICES............. 577 S. J. Allen, Jr.

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Page Count

729

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1489923829

ISBN 13

9781489923820

Investment Mathematics

By: Andrew T. Adams,Philip M. Booth,David C. Bowie,Della S. Freeth

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Investment Mathematics

By: Andrew T. Adams,Philip M. Booth,David C. Bowie,Della S. Freeth

Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals. Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.

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