| Description |
1 online resource (xviii, 280 pages) : illustrations |
| Physical Medium |
polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 |
| Description |
text file rdaft http://rdaregistry.info/termList/fileType/1002 |
| Bibliography |
Includes bibliographical references (pages 265-270) and index. |
| Contents |
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. |
| Summary |
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. |
| Subject |
Options (Finance) -- Prices.
|
|
Stock options.
|
|
Foreign exchange rates.
|
|
Options (Finances) -- Prix. |
|
Options d'achat d'actions. |
|
Taux de change. |
|
Foreign exchange rates |
|
Options (Finance) -- Prices |
|
Stock options |
| Other Form: |
Print version: Clark, Iain J. Foreign exchange option pricing. Chichester, West Sussex, U.K. : Wiley, 2011 9780470683682 (DLC) 2010030438 (OCoLC)650019954 |
| ISBN |
9781119208679 (electronic bk.) |
|
111920867X (electronic bk.) |
|
9780470977194 (electronic bk.) |
|
0470977191 (electronic bk.) |
| Standard No. |
9786613239563 |
|
9781119978602 |
|
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