TY  - BOOK
AU  - Castagna,Antonio
TI  - FX options and smile risk
SN  - 9780470754191 (hbk.)
AV  - HG3853 .C37 2009
U1  - 332.4'5 22
PY  - 2009///
CY  - Hoboken, N.J.,  Chichester : 
PB  - Wiley,  John Wiley [distributor], 
KW  - Foreign exchange options
KW  - Risk management
N1  - Includes bibliographical references and index
N2  - This book is a unique guide to running an FX options book from a market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner Antonio Castagna, the book shows readers how to correctly build an entire volatility surface from the market prices of the main structures
UR  - http://www.loc.gov/catdir/enhancements/fy0917/2009036554-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy1002/2009036554-b.html
UR  - http://www.loc.gov/catdir/enhancements/fy1005/2009036554-t.html
ER  -