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Foreign exchange option pricing: a practitioner's guide / Iain J. Clark.

Clark, Iain J.
2011
HG6024.A3 C563 2011
Available Online
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Title
Foreign exchange option pricing: a practitioner's guide / Iain J. Clark.
Author
Clark, Iain J.
ISBN
0470683686
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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Online Access
Record Appears in
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A gentle introduction to FX markets
Mathematical preliminaries
Deltas and market conventions
Volatility surface construction
Local volatility and implied volatility.

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