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Foreign exchange option pricing [[electronic resource] ] : a practitioner's guide / / Iain J. Clark



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Autore: Clark Iain J Visualizza persona
Titolo: Foreign exchange option pricing [[electronic resource] ] : a practitioner's guide / / Iain J. Clark Visualizza cluster
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  Visualizza cluster
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.: 9910139557303321
Lo trovi qui: Univ. Federico II
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Serie: Wiley finance series.