LEADER 02645nam  2200625   450 
001 9910140909303321
005 20170815160844.0
010   $a1-119-20708-8
010   $a0-470-68493-3
010   $a1-282-88887-0
010   $a9786612888878
010   $a0-470-68718-5
035   $a(CKB)2670000000056218
035   $a(EBL)565007
035   $a(OCoLC)695400189
035   $a(SSID)ssj0000436987
035   $a(PQKBManifestationID)11290202
035   $a(PQKBTitleCode)TC0000436987
035   $a(PQKBWorkID)10428879
035   $a(PQKB)11291838
035   $a(MiAaPQ)EBC565007
035   $a(CaSebORM)9780470684931
035   $a(PPN)17022399X
035   $a(EXLCZ)992670000000056218
100   $a20160805h20102010  uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aFX options and smile risk /$fAntonio Castagna
205   $a1st edition
210  1$aWest Sussex, England :$cWiley,$d2010.
210  4$dİ2010
215   $a1 online resource (322 p.)
225 1 $aWiley Finance
300   $aDescription based upon print version of record.
311   $a0-470-75419-2 
320   $aIncludes bibliographical references and index.
327   $aFX Options and Smile Risk; Contents; Preface; Notation and Acronyms; 1 The FX Market; 2 Pricing Models for FX Options; 3 Dynamic Hedging and Volatility Trading; 4 The Volatility Surface; 5 Plain Vanilla Options; 6 Barrier Options; 7 Other Exotic Options; 8 Risk Management Tools and Analysis; 9 Correlation and FX Options; References; Index
330   $aThe FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware trader.  This book is a unique guide to running an FX options book from the market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner Antonio Castagna, the book shows readers how to correctly build an entire volatility surface from the market prices of the main structures.  Starting with the basic conventions related to th
410  0$aWiley finance series.
606   $aForeign exchange options
606   $aRisk management
615  0$aForeign exchange options.
615  0$aRisk management.
676   $a332.45
700   $aCastagna$b Antonio$0969069
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910140909303321
996   $aFX options and smile risk$92244990
997   $aUNINA