Foreign exchange option pricing : a practitioner's guide / / Iain J. Clark
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| Autore: |
Clark Iain J
|
| Titolo: |
Foreign exchange option pricing : a practitioner's guide / / Iain J. Clark
|
| Pubblicazione: | Chichester [England], : Wiley, 2011 |
| Edizione: | 1st edition |
| Descrizione fisica: | 1 online resource (300 p.) |
| Disciplina: | 332.4/5 |
| Soggetto topico: | Options (Finance) - Prices |
| Stock options | |
| Foreign exchange rates | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references (p. [265]-270) and index. |
| Nota di contenuto: | A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. |
| Sommario/riassunto: | 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 |
| Titolo autorizzato: | Foreign exchange option pricing |
| ISBN: | 1-119-20867-X |
| 1-283-23956-6 | |
| 9786613239563 | |
| 0-470-97719-1 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910809874103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.