The document presents the methods used by market practitioners to adjust the financial instruments processes and options valuations when payoffs are converted into different currency. Foreign exchange adjustment in the financial options universe brings in additional stochastic factor that extends the traditional univariate space into bi-variate or even multi-variate setting. We show that key tool to handle this scenario is an appropriate change of probability measure. In this context we also discuss the essence of the Siegel Paradox and show the way to resolve it.