02726nam 2200673 a 450 991013955730332120200520144314.01-119-20867-X1-283-23956-697866132395630-470-97719-1(CKB)2550000000045714(EBL)699352(OCoLC)760884457(SSID)ssj0000543723(PQKBManifestationID)12207075(PQKBTitleCode)TC0000543723(PQKBWorkID)10531892(PQKB)11090835(WaSeSS)IndRDA00116441(Au-PeEL)EBL699352(CaPaEBR)ebr10494672(CaONFJC)MIL323956(CaSebORM)9781119978602(MiAaPQ)EBC699352(EXLCZ)99255000000004571420100723d2011 uy 0engurunu|||||txtccrForeign exchange option pricing[electronic resource] a practitioner's guide /Iain J. Clark1st editionChichester [England] Wiley20111 online resource (300 p.)Wiley finance seriesDescription based upon print version of record.1-119-97860-2 0-470-68368-6 Includes bibliographical references (p. [265]-270) and index.A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.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 riWiley finance series.Options (Finance)PricesStock optionsForeign exchange ratesOptions (Finance)Prices.Stock options.Foreign exchange rates.332.4/5Clark Iain J873901MiAaPQMiAaPQMiAaPQBOOK9910139557303321Foreign exchange option pricing1950946UNINA