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1. |
Record Nr. |
UNINA9910139557303321 |
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Autore |
Clark Iain J |
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Titolo |
Foreign exchange option pricing [[electronic resource] ] : a practitioner's guide / / Iain J. Clark |
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Pubbl/distr/stampa |
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Chichester [England], : Wiley, 2011 |
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ISBN |
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1-119-20867-X |
1-283-23956-6 |
9786613239563 |
0-470-97719-1 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (300 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Options (Finance) - Prices |
Stock options |
Foreign exchange rates |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [265]-270) and index. |
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Nota di contenuto |
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A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. |
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Sommario/riassunto |
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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 |
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2. |
Record Nr. |
UNINA9910706199303321 |
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Autore |
Wallace Lee A., Jr., <1922-1997, > |
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Titolo |
A history of Petersburg National Battlefield to 1956 / / by Lee A. Wallace, Jr. And, A history of Petersburg National Battlefield 1957-1982 / by Martin R. Conway |
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Pubbl/distr/stampa |
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Washington, D.C. : , : History Division, National Park Service, Department of the Interior, , 1983 |
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Descrizione fisica |
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1 online resource (317 unnumbered pages) : illustrations, map |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Historic sites - Virginia - Petersburg Region |
Historic sites |
History |
Petersburg National Battlefield (Va.) History |
Petersburg National Battlefield (Va.) Management History |
Virginia History Civil War, 1861-1865 Monuments |
Virginia Petersburg National Battlefield |
Virginia Petersburg Region |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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A history of Petersburg National Battlefield to 1956 / by Lee A. Wallace, Jr. -- A history of Petersburg National Battlefield, 1957-1982 / by Martin R. Conway. |
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