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00000cam a2200000Mu 4500 |
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EBOOKCENTRAL_ocn993771156 |
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OCoLC |
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20240329122006.0 |
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m o d |
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170715s2015 nyu o 000 0 eng d |
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|a EBLCP
|b eng
|e pn
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|d MERUC
|d IDB
|d OCLCQ
|d WRM
|d UKMGB
|d OCLCQ
|d UKAHL
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|a 017039491
|2 Uk
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| 016 |
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|a 017435422
|2 Uk
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|a 9781118471135
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|a 111847113X
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|a 9781118471111
|q (PDF ebook)
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|a 1118471113
|q (PDF ebook)
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| 020 |
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|a 9781118471067
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| 020 |
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|a 1118471067
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| 029 |
1 |
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|a AU@
|b 000062392742
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|a UKMGB
|b 017435422
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| 035 |
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|a (OCoLC)993771156
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| 050 |
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4 |
|a HG3853
|b .W88 2017eb
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| 082 |
0 |
4 |
|a 332.45
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| 049 |
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|a UAMI
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| 100 |
1 |
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|a Wystup, Uwe.
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| 245 |
1 |
0 |
|a FX Options and Structured Products.
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| 250 |
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|a 2nd ed.
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| 260 |
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|a New York :
|b John Wiley & Sons, Incorporated,
|c 2015.
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| 300 |
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|a 1 online resource (475 pages)
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 588 |
0 |
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|a Print version record.
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| 505 |
0 |
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|a Cover ; Title Page ; Copyright ; Contents ; List of Tables; List of Figures; Preface; About the Author; Acknowledgments; Chapter 1: Foreign Exchange Derivatives ; 1.1 Literature Review ; 1.2 A Journey through the History of Options ; 1.3 Currency Options ; 1.4 Technical Issues for Vanilla Options.
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| 505 |
8 |
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|a 1.4.1 Valuation in the Black-Scholes Model 1.4.2 A Note on the Forward ; 1.4.3 Vanilla Greeks in the Black-Scholes Model ; 1.4.4 Reoccurring Identities ; 1.4.5 Homogeneity based Relationships ; 1.4.6 Quotation Conventions ; 1.4.7 Strike in Terms of Delta.
|
| 505 |
8 |
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|a 1.4.8 Volatility in Terms of Delta 1.4.9 Volatility and Delta for a Given Strike ; 1.4.10 Greeks in Terms of Deltas ; 1.4.11 Settlement ; 1.4.12 Exercises ; 1.5 Volatility ; 1.5.1 Historic Volatility ; 1.5.2 Historic Correlation ; 1.5.3 Volatility Smile.
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| 505 |
8 |
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|a 1.5.4 At-The-Money Volatility Interpolation 1.5.5 Volatility Smile Conventions ; 1.5.6 At-The-Money Definition ; 1.5.7 Interpolation of the Volatility on Fixed Maturity Pillars ; 1.5.8 Interpolation of the Volatility Spread between Maturity Pillars ; 1.5.9 Volatility Sources.
|
| 505 |
8 |
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|a 1.5.10 Volatility Cones 1.5.11 Stochastic Volatility ; 1.5.12 Exercises ; 1.6 Basic Strategies Containing Vanilla Options ; 1.6.1 Call and Put Spread ; 1.6.2 Risk Reversal ; 1.6.3 Straddle ; 1.6.4 Strangle ; 1.6.5 Butterfly ; 1.6.6 Condor ; 1.6.7 Seagull ; 1.6.8 Calendar Spread.
|
| 500 |
|
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|a 1.6.9 Exercises.
|
| 590 |
|
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
|
| 650 |
|
0 |
|a Foreign exchange options.
|
| 650 |
|
0 |
|a Structured notes (Securities)
|
| 650 |
|
0 |
|a Derivative securities.
|
| 650 |
|
6 |
|a Option de change.
|
| 650 |
|
6 |
|a Obligations structurées.
|
| 650 |
|
6 |
|a Instruments dérivés (Finances)
|
| 650 |
|
7 |
|a Derivative securities
|2 fast
|
| 650 |
|
7 |
|a Foreign exchange options
|2 fast
|
| 650 |
|
7 |
|a Structured notes (Securities)
|2 fast
|
| 776 |
0 |
8 |
|i Print version:
|a Wystup, Uwe.
|t FX Options and Structured Products.
|d New York : John Wiley & Sons, Incorporated, ©2015
|z 9781118471067
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4908146
|z Texto completo
|
| 938 |
|
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|a Askews and Holts Library Services
|b ASKH
|n AH27098474
|
| 938 |
|
|
|a EBL - Ebook Library
|b EBLB
|n EBL4908146
|
| 994 |
|
|
|a 92
|b IZTAP
|
