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!
 

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