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001 9910809874103321
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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
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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(OCoLC)794596651
035   $a(OCoLC)ocn794596651 
035   $a(OCoLC)650019954
035   $a(FINmELB)ELB179541
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 $ea practitioner's guide /$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$01642827
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910809874103321
996   $aForeign exchange option pricing$93987725
997   $aUNINA