Foreign exchange option pricing : a practitioner's guide /
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange-not just the theoretical mathematics covered in other books but also com...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, U.K. :
Wiley,
2011.
|
| Subjects: | |
| Online Access: | CONNECT |
MARC
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| 100 | 1 | |a Clark, Iain J. | |
| 245 | 1 | 0 | |a Foreign exchange option pricing : |b a practitioner's guide / |c Iain J. Clark. |
| 260 | |a Chichester, West Sussex, U.K. : |b Wiley, |c 2011. | ||
| 300 | |a 1 online resource (xviii, 280 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 500 | |a Wiley EBA |5 TMurS | ||
| 504 | |a Includes bibliographical references (pages 265-270) and index. | ||
| 505 | 0 | |a A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange-not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk c. | ||
| 542 | |f Copyright © John Wiley & Sons |g 2011 | ||
| 650 | 0 | |a Options (Finance) |x Prices. | |
| 650 | 0 | |a Stock options. | |
| 650 | 0 | |a Foreign exchange rates. | |
| 730 | 0 | |a WILEYEBA | |
| 776 | 0 | 8 | |i Print version: |a Clark, Iain J. |t Foreign exchange option pricing. |d Chichester, West Sussex, U.K. : Wiley, 2011 |z 9780470683682 |w (DLC) 2010030438 |
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| 952 | f | f | |a Middle Tennessee State University |b Main |c James E. Walker Library |d Electronic Resources |t 0 |e HG6024.A3 C563 2011eb |h Library of Congress classification |
