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  • 1
    Book
    Book
    Foreign exchange option pricing : a practitioner's guide (2011)
    Chichester [u.a.] : Wiley
    Details
    UID:
    (DE-627)632708093
    Format: XVIII, 280 S. , graph. Darst.
    ISBN: 9780470683682 , 0470683686
    Note: Literaturverz. S. [265] - 272 , A gentle introduction to FX marketsMathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
    Additional Edition: Online-Ausg. (Ebrary) Clark, Iain K. Foreign exchange option pricing Chichester : Wiley, 2011 9780470683682
    Additional Edition: 0470683686
    Additional Edition: Online-Ausg. (MyiLibrary) Clark, Iain J. Foreign exchange option pricing Chichester, West Sussex, UK : Wiley, 2011 9780470683682
    Additional Edition: 0470683686
    Language: English
    Subjects: Economics
    RVK:
    QM 331
    RVK:
    QK 660
    Keywords: Devisenoption
    URL: Verlagsangaben
    URL: Verlagsangaben
    URL: Inhaltsverzeichnis
    URL: Autorenbiografie
    URL: Cover
    Library Location Call Number Volume/Issue/Year Availability
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    BSZ
    GBV
  • 2
    Online Resource
    Online Resource
    Commodity Option Pricing : A Practitioner's Guide (2014)
    [Erscheinungsort nicht ermittelbar] : John Wiley & Sons | Sebastopol, CA : O'Reilly Media Inc.
    Details
    UID:
    (DE-603)459051237
    Format: 1 Online-Ressource (342 pages)
    Edition: 1st edition
    ISBN: 9781119944515 , 9781444362411 , 1119944511 , 9781119944515
    Content: Commodity Option Pricing: A Practitioner's Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author's industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. The book has been developed with input from traders and examples using real world data, together with relevant up to date academic research. The book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.
    Language: English
    URL: https://learning.oreilly.com/library/view/-/9781444362411
    URL: https://learning.oreilly.com/library/view/-/9781444362411/?ar
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    HeBIS
  • 3
    Online Resource
    Online Resource
    [Rezension von: Maus, Katharine Eisaman, Being and Having in Shakespeare] (2014)
    Show associated volumes
    Details
    UID:
    (DE-627)1802432728
    ISSN: 2326-0726
    In: The sixteenth century journal, Kirksville, Mo. : Sixteenth Century Journal Publishers, Inc., 1972, 45(2014), 1, Seite 227-229, 2326-0726
    In: volume:45
    In: year:2014
    In: number:1
    In: pages:227-229
    Language: English
    Keywords: Rezension
    URL: Volltext  (lizenzpflichtig)
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    Online Access
    BSZ
  • 4
    Online Resource
    Online Resource
    Foreign exchange option pricing : a practitioner's guide (2011)
    Chichester : Wiley
    Details
    UID:
    (DE-627)1651770417
    Format: XVIII, 280 S. , Ill., graph. Darst.
    Edition: Online-Ausg. [S.l.] Ebrary Online-Ressource ebrary online
    ISBN: 9780470683682 , 0470683686
    Additional Edition: 9780470977194
    Additional Edition: Druckausg.: Clark, Iain K. Foreign exchange option pricing Chichester [u.a.] : Wiley, 2011 9780470683682
    Additional Edition: 0470683686
    Language: English
    Subjects: Economics
    RVK:
    QM 331
    Keywords: Optionspreis
    URL: Volltext
    URL: Cover
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
    BSZ
  • 5
    Online Resource
    Online Resource
    Foreign Exchange Option Pricing : A Practitioner's Guide (2011)
    [Erscheinungsort nicht ermittelbar] : John Wiley & Sons | Sebastopol, CA : O'Reilly Media Inc.
    Details
    UID:
    (DE-603)45909212X
    Format: 1 Online-Ressource (298 pages)
    Edition: 1st edition
    ISBN: 9780470683682 , 0470683686 , 9780470683682
    Content: 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 characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.
    Language: English
    URL: https://learning.oreilly.com/library/view/-/9781119978602
    URL: https://learning.oreilly.com/library/view/-/9781119978602/?ar
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    HeBIS
  • 6
    Online Resource
    Online Resource
    Foreign Exchange Option Pricing : A Practitioners Guide (2011)
    New York, NY : John Wiley & Sons
    Details
    UID:
    (DE-101)106388246X
    Format: Online-Ressource
    ISBN: 9780470977194 , 0470977191
    Series Statement: Wiley Finance Series
    Note: Lizenzpflichtig
    Additional Edition: Druckausg. 9780470683682
    Language: English
    Subjects: Economics
    RVK:
    QM 331
    RVK:
    QK 660
    URN: urn:nbn:de:101:1-201412157929
    URL: https://nbn-resolving.org/urn:nbn:de:101:1-201412157929
    URL: https://d-nb.info/106388246X/34
    Library Location Call Number Volume/Issue/Year Availability
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    DNB
  • 7
    Online Resource
    Online Resource
    Foreign exchange option pricing : a practitioner's guide (2011)
    Chichester, UK : Wiley
    Details
    UID:
    (DE-627)1680393227
    Format: 1 online resource (xviii, 280 p.) , ill.
    Series Statement: Wiley finance
    Content: 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 characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models - an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.
    Note: Includes bibliographical references (p. [265]-272) and index. - Description based on print version record
    Additional Edition: 9780470683682
    Additional Edition: Erscheint auch als Druck-Ausgabe 9780470683682
    Language: English
    URL: https://learning.oreilly.com/library/view/-/9781119978602/?ar
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    BSZ
    GBV
  • 8
    Online Resource
    Online Resource
    Foreign Exchange Option Pricing : A Practitioners Guide (2011)
    Chichester : Wiley
    Details
    UID:
    (DE-603)317796216
    Format: 300 p.
    Edition: Online-Ausg. Online-Ressource ISBN 9780470977194
    Edition: [Online-Ausg.]
    ISBN: 9780470683682 , 9780470977194 (Sekundärausgabe)
    Series Statement: The Wiley Finance Series v.602
    Content: 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 ri...
    Note: Description based upon print version of record , Online-Ausg.:
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    HeBIS
  • 9
    Online Resource
    Online Resource
    Commodity Option Pricing : A Practitioner's Guide (2014)
    Wiley
    Details
    UID:
    (DE-604)BV043625934
    Format: 1 online resource (339 pages)
    Edition: 1st ed
    ISBN: 9781444362411 , 9781118871782
    Series Statement: The Wiley Finance Series
    Note: Description based on publisher supplied metadata and other sources
    Additional Edition: Erscheint auch als Druck-Ausgabe Clark, Iain J . Commodity Option Pricing : A Practitioner's Guide
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    BVB
  • 10
    Online Resource
    Online Resource
    Foreign exchange option pricing : a practitioner's guide (2011)
    Chichester, West Sussex, U.K. : Wiley | Birmingham, AL, USA : EBSCO Industries, Inc.
    Details
    UID:
    (DE-603)420884416
    Format: 1 Online-Ressource (xviii, 280 pages) , Illustrations
    ISBN: 9781119208679 , 111920867X , 9780470977194 , 0470977191
    Series Statement: Wiley finance series
    Content: 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.
    Note: Includes bibliographical references (pages 265-270) and index
    Additional Edition: 9780470683682
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    HeBIS
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