Foreign exchange option pricing : a practitioner's guide
by
Clark, Iain J.
Title
:
Foreign exchange option pricing : a practitioner's guide
Author
:
Clark, Iain J.
ISBN
:
9780470683682
Personal Author
:
Clark, Iain J.
Publication Information
:
Chichester, West Sussex, U.K. : Wiley, 2011.
Physical Description
:
xviii, 280 p. : ill. ; 25 cm.
Series
:
Wiley finance series
Wiley finance series.
Contents
:
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Subject Term
:
Options (Finance) -- Prices.
Stock options.
Foreign exchange rates.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025557477 | 332.45 C593F 2011 | 1 |