UID:
edocfu_9959327331202883
Format:
1 online resource (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:
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Additional Edition:
Print version: Clark, Iain J. Foreign exchange option pricing. Chichester, West Sussex, U.K. : Wiley, 2011 ISBN 9780470683682
Language:
English
Keywords:
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119208679
