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!
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