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This edition first published 2015

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Library of Congress Cataloging-in-Publication Data

James, Jessica, 1968–

FX option performance: an analysis of the value delivered by FX options since the start of the market / Jessica James, Jonathan Fullwood, Peter Billington.

pages cm. – (The wiley finance series)

Includes index.

ISBN 978-1-118-79328-2 (hardback) 1. Options (Finance) I. Fullwood, Jonathan, 1976– II. Billington, Peter, 1948– III. Title.

HG6024.A3J355 2015

332.64′53–dc23

2015001988

A catalogue record for this book is available from the British Library.

ISBN 978-1-118-79328-2 (hbk) ISBN 978-1-118-79326-8 (ebk)

ISBN 978-1-118-79327-5 (ebk) ISBN 978-1-118-79325-1 (ebk)

Cover Design: Wiley

Certain figures and tables compiled from raw data sourced from Bloomberg

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