Foreign exchange option pricing a practitioner's guide /

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Clark, Iain J.
Format: Electronic eBook
Language:Inglés
Published: Chichester [England] : Wiley, 2011.
Series:Wiley finance series.
Subjects:
Options (Finance) > Prices.
Stock options.
Foreign exchange rates.
Electronic books.
Online Access:Texto completo
Table of Contents:
  • A gentle introduction to FX markets
  • Mathematical preliminaries
  • Deltas and market conventions
  • Volatility surface construction
  • Local volatility and implied volatility.

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