Primers / Books / Articles on Exotic (correlation) options on Rates / FX

Hey guys, I am trying to learn more about Exotic options on macro products such as Rates and FX, such as binaries. I am also trying to look at correlation products such as 10y US Treasuries >3% and EURUSD 1.15, etc. Are there any good primers, books or articles on this kind of stuff?

Thanks a lot for your help!

2 Comments
 
"ForTheDream" Hey guys, I am trying to learn more about Exotic options on macro products such as Rates and FX, such as binaries. I am also trying to look at correlation products such as 10y US Treasuries >3% and EURUSD 1.15, etc. Are there any good primers, books or articles on this kind of stuff?
What exactly do you want to know? How to price these?
I have a friend who lives in the country, and it's supposed to be an hour from 42nd Street. A lie! The only thing that's an hour from 42nd Street is 43rd Street!
 

Dolorum adipisci velit consectetur aut molestiae pariatur blanditiis. Porro libero saepe ad. Molestiae impedit eum quae amet vero et molestias.

Veniam eum adipisci possimus nam et et. Et qui porro qui voluptatem illo laborum. Ipsum aliquid accusamus ullam fuga.

Cumque doloribus eius quia est. Ex ipsum porro qui voluptas qui et. Alias distinctio ut maxime quidem soluta alias.

Ex voluptas provident culpa qui impedit at at magnam. Dolorem ipsam provident quia cumque saepe delectus minima. Nemo fugiat consequuntur pariatur qui molestiae repudiandae. Et explicabo omnis qui quia qui aspernatur.

Career Advancement Opportunities

July 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.3%
  • Guggenheim Partners 01 97.7%
  • Morgan Stanley 07 97.1%

Overall Employee Satisfaction

July 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Evercore No 98.9%
  • Morgan Stanley 01 98.3%
  • Banco Santander 02 97.7%
  • BMO Capital Markets 12 97.1%

Professional Growth Opportunities

July 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 06 98.3%
  • Goldman Sachs 01 97.7%
  • JPMorgan 01 97.1%

Total Avg Compensation

July 2026 Investment Banking

  • Vice President (16) $429
  • Associates (46) $258
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (22) $179
  • Intern/Summer Associate (14) $159
  • 1st Year Analyst (80) $150
  • Intern/Summer Analyst (73) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
kanon's picture
kanon
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
Secyh62's picture
Secyh62
99.0
5
CompBanker's picture
CompBanker
98.9
6
Betsy Massar's picture
Betsy Massar
98.9
7
DrApeman's picture
DrApeman
98.9
8
dosk17's picture
dosk17
98.9
9
GameTheory's picture
GameTheory
98.9
10
numi's picture
numi
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”