Foreign exchange option pricing : a practitioner's guide / / Iain J. Clark.
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| Superior document: | Wiley finance series |
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| TeilnehmendeR: | |
| Year of Publication: | 2011 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | xviii, 280 p. :; ill. |
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| 050 | 4 | |a HG6024.A3 |b C563 2011 | |
| 082 | 0 | 4 | |a 332.4/5 |2 22 |
| 100 | 1 | |a Clark, Iain J. | |
| 245 | 1 | 0 | |a Foreign exchange option pricing |h [electronic resource] : |b a practitioner's guide / |c Iain J. Clark. |
| 260 | |a Chichester [England] : |b Wiley, |c 2011. | ||
| 300 | |a xviii, 280 p. : |b ill. | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references (p. [265]-270) and index. | ||
| 505 | 0 | |a A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Options (Finance) |x Prices. | |
| 650 | 0 | |a Stock options. | |
| 650 | 0 | |a Foreign exchange rates. | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=699352 |z Click to View |