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

By: Contributor(s): Material type: BookBookSeries: Wiley finance seriesPublication details: Chichester [England] : Wiley, 2011.Description: xviii, 280 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.4/5 22
LOC classification:
  • HG6024.A3 C563 2011eb
Online resources:
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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Item type Current library Call number Status Date due Barcode
E-Books E-Books Main Library 332.4/5 (Browse shelf(Opens below)) Available

Includes bibliographical references (p. [265]-270) and index.

A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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