Foreign exchange option pricing :
Clark, Iain J.
Foreign exchange option pricing : a practitioner's guide / Iain J. Clark. - Chichester, West Sussex, U.K. : Wiley, 2011. - xviii, 280 p. : ill. ; 25 cm. - Wiley finance series .
Includes bibliographical references (p. [265]-270) and index.
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
It is a practitioner's guide to the latest, cutting edge option pricing formula for foreign exchange. It contains everything a trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange.
9780470683682 0470683686
2010030438
Options (Finance)--Prices.
Stock options.
Foreign exchange rates.
HG6024.A3 / C563 2011
332.4'5
Foreign exchange option pricing : a practitioner's guide / Iain J. Clark. - Chichester, West Sussex, U.K. : Wiley, 2011. - xviii, 280 p. : ill. ; 25 cm. - Wiley finance series .
Includes bibliographical references (p. [265]-270) and index.
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
It is a practitioner's guide to the latest, cutting edge option pricing formula for foreign exchange. It contains everything a trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange.
9780470683682 0470683686
2010030438
Options (Finance)--Prices.
Stock options.
Foreign exchange rates.
HG6024.A3 / C563 2011
332.4'5