Foreign exchange option pricing: a practitioner's guide / Iain J. Clark.
2011
HG6024.A3 C563 2011
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Details
Title
Foreign exchange option pricing: a practitioner's guide / Iain J. Clark.
Author
Clark, Iain J.
ISBN
0470683686
9780470683682
9780470977194 (electronic bk.)
9780470683682
9780470977194 (electronic bk.)
Publication Details
Chichester [England] : Wiley, 2011.
Language
English
Description
xviii, 280 p. : ill.
Call Number
HG6024.A3 C563 2011
Dewey Decimal Classification
332.4/5
Bibliography, etc. Note
Includes bibliographical references (p. [265]-270) and index.
Access Note
Access limited to authorized users.
Series
Wiley finance series.
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Table of Contents
A gentle introduction to FX markets
Mathematical preliminaries
Deltas and market conventions
Volatility surface construction
Local volatility and implied volatility.
Mathematical preliminaries
Deltas and market conventions
Volatility surface construction
Local volatility and implied volatility.