Foreign exchange option pricing : a practitioner's guide / Iain J. Clark.
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TextSeries: Wiley finance seriesPublication details: Chichester, West Sussex, U.K. : Wiley, 2011.Description: xviii, 280 p. : ill. ; 25 cmISBN: - 9780470683682
- 0470683686
- 332.4'5 22
- HG6024.A3 C563 2011
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| 332.4'10973 SAM The great inflation and its aftermath : | 332.4'5 CAS FX options and smile risk / | 332.4'5 CHE Essentials of foreign exchange trading / | 332.4'5 CLA Foreign exchange option pricing : | 332.4'5 EXC Exchange arrangements and foreign exchange markets : | 332.4'5 KAL Exchange rates and international financial economics : | 332.4'5 LIE The little book of currency trading : |
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.
opc 09/05/13
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