Currency Derivatives : Pricing Theory, Exotic Options, and Hedging Applications

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Summary: Excellent choice of papers!
Review: DeRosa has picked excellent papers. If one reads the papers in detail, the currency derivatives literature, as well as related derivatives literature, becomes very easy to understand.

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Summary: This is solid book that has depth
Review: This book covers so much in the derivatives marketplace. After being involved in the business for 12 years and writing three books on futures and commodity derivatives I was definitely refreshed and enlightened by Mr.DeRosa's book.

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Summary: Comprehensive
Review: This book presents highly technical papers on diverse topics from variuous academics. It would be very helpful to anyone looking to understand theoretical aspects of FX derivatives. Since most papers are written by different authors, notation is not consistent. In addition, academics do not always write like Hemingway. Nevertheless, the book covers everyhting from vanillas to exotics very well.