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David DeRosa is the author of several books.
IN
DEFENSE OF FREE CAPITAL MARKETS, The Case Against a New International Financial
Architecture
Bloomberg Press January 2001
Because of the remarkable number of currency and emerging
market meltdowns during the 1990s--from the Mexican peso crisis to the collapse
of the Asian markets to the Russian devaluation of the ruble--the free market
system faces the prospect of tighter global regulation. David DeRosa makes a
compelling case that less, not more regulation is vitally needed; that public
policies often have been dead wrong in concept and application; that so-called
controls generate indirect and unintended harmful consequences; and that
aggressive intervention is no panacea.
More Information on In Defense of Free Capital Markets.
Options on Foreign
Exchange
Published by John Wiley & Sons February 2000
The currency options market is the world's largest option market, and the number
of participants continues to grow rapidly. Financial institutions and investment
managers must acquire ever-higher levels of expertise to capitalize; whether for
hedging or speculative purposes on this important market. Review of
Options on Foreign Exchange.
Currency
Derivatives
Publisher John Wiley & Sons, 1998
Currency Derivatives contains many of the most important scientific papers that
collectively constitute the core of modern currency derivatives theory.
The articles in this book span the entire currency derivatives field: forward
and futures contracts, vanilla currency puts and calls, models for American
exercise currency options, options on currencies with bounded exchange rate
regimes, currency futures options, the term and strike structure of implied
volatility, jump and stochastic volatility option pricing models, barrier
options. Asian options, and various sorts of quanto options.
Managing Foreign
Exchange Risk
Publisher Irwin Professional Publishing, 1996
This second edition of Managing Foreign Exchange Risk has been greatly
expanded with materials on the mechanics of the foreign exchange and options
markets. The sections on the international monetary system have been
updated, especially with respect to the European monetary system. New sections
have been added on exotic currency options, specifically on barriers, average
rate, basket and quantos options. There are two new chapters, one on currency
option applications and another on currency overlay management.
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