LEADER 02726nam 2200673 a 450 001 9910139557303321 005 20200520144314.0 010 $a1-119-20867-X 010 $a1-283-23956-6 010 $a9786613239563 010 $a0-470-97719-1 035 $a(CKB)2550000000045714 035 $a(EBL)699352 035 $a(OCoLC)760884457 035 $a(SSID)ssj0000543723 035 $a(PQKBManifestationID)12207075 035 $a(PQKBTitleCode)TC0000543723 035 $a(PQKBWorkID)10531892 035 $a(PQKB)11090835 035 $a(WaSeSS)IndRDA00116441 035 $a(Au-PeEL)EBL699352 035 $a(CaPaEBR)ebr10494672 035 $a(CaONFJC)MIL323956 035 $a(CaSebORM)9781119978602 035 $a(MiAaPQ)EBC699352 035 $a(EXLCZ)992550000000045714 100 $a20100723d2011 uy 0 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aForeign exchange option pricing$b[electronic resource] $ea practitioner's guide /$fIain J. Clark 205 $a1st edition 210 $aChichester [England] $cWiley$d2011 215 $a1 online resource (300 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a1-119-97860-2 311 $a0-470-68368-6 320 $aIncludes bibliographical references (p. [265]-270) and index. 327 $aA gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. 330 $aThis book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange-not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the ri 410 0$aWiley finance series. 606 $aOptions (Finance)$xPrices 606 $aStock options 606 $aForeign exchange rates 615 0$aOptions (Finance)$xPrices. 615 0$aStock options. 615 0$aForeign exchange rates. 676 $a332.4/5 700 $aClark$b Iain J$0873901 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910139557303321 996 $aForeign exchange option pricing$91950946 997 $aUNINA LEADER 01829oam 2200445M 450 001 9910716263703321 005 20200213070503.2 035 $a(CKB)5470000002519487 035 $a(OCoLC)1065769900 035 $a(OCoLC)995470000002519487 035 $a(EXLCZ)995470000002519487 100 $a20071213d1926 ua 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aProviding for the acquisition of property in Prince William County, Va., to be used by the District of Columbia for the reduction of garbage. March 9, 1926. -- Ordered to be printed 210 1$a[Washington, D.C.] :$c[U.S. Government Printing Office],$d1926. 215 $a1 online resource (2 pages) 225 1 $aSenate report / 69th Congress, 1st session. Senate ;$vno. 307 225 1 $a[United States congressional serial set ] ;$v[serial no. 8524] 300 $aBatch processed record: Metadata reviewed, not verified. Some fields updated by batch processes. 300 $aFDLP item number not assigned. 606 $aEminent domain 606 $aGovernment purchasing of real property 606 $aRefuse and refuse disposal 608 $aLegislative materials.$2lcgft 615 0$aEminent domain. 615 0$aGovernment purchasing of real property. 615 0$aRefuse and refuse disposal. 701 $aCopeland$b Royal S$g(Royal Samuel),$f1868-1938$pDemocrat (NY)$01388507 801 0$bWYU 801 1$bWYU 801 2$bOCLCO 801 2$bOCLCQ 906 $aBOOK 912 $a9910716263703321 996 $aProviding for the acquisition of property in Prince William County, Va., to be used by the District of Columbia for the reduction of garbage. March 9, 1926. -- Ordered to be printed$93488913 997 $aUNINA