Foreign exchange option pricing: a practitioner's guide
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, U.K.
Wiley
2011
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Volltext Buchcover |
| Item Description: | Includes bibliographical references (pages 265-270) and index A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange-not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. ¡ With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk c |
| Physical Description: | 1 Online-Ressource (xviii, 280 pages) |
| ISBN: | 9780470977194 0470977191 9780470683682 0470683686 |
Staff View
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Record in the Search Index
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| spelling | Clark, Iain J. Verfasser aut Foreign exchange option pricing a practitioner's guide Iain J. Clark Chichester, West Sussex, U.K. Wiley 2011 1 Online-Ressource (xviii, 280 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references (pages 265-270) and index A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange-not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. ¡ With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk c BUSINESS & ECONOMICS / Foreign Exchange bisacsh Foreign exchange rates fast Options (Finance) / Prices fast Stock options fast Wirtschaft Options (Finance) Prices Stock options Foreign exchange rates Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Devisenmarkt (DE-588)4139011-8 gnd rswk-swf Devisenmarkt (DE-588)4139011-8 s Optionspreis (DE-588)4115453-8 s Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=391265 Aggregator Volltext SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028396276&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Buchcover 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Clark, Iain J. Foreign exchange option pricing a practitioner's guide BUSINESS & ECONOMICS / Foreign Exchange bisacsh Foreign exchange rates fast Options (Finance) / Prices fast Stock options fast Wirtschaft Options (Finance) Prices Stock options Foreign exchange rates Finanzmathematik (DE-588)4017195-4 gnd Optionspreis (DE-588)4115453-8 gnd Devisenmarkt (DE-588)4139011-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4115453-8 (DE-588)4139011-8 |
| title | Foreign exchange option pricing a practitioner's guide |
| title_auth | Foreign exchange option pricing a practitioner's guide |
| title_exact_search | Foreign exchange option pricing a practitioner's guide |
| title_full | Foreign exchange option pricing a practitioner's guide Iain J. Clark |
| title_fullStr | Foreign exchange option pricing a practitioner's guide Iain J. Clark |
| title_full_unstemmed | Foreign exchange option pricing a practitioner's guide Iain J. Clark |
| title_short | Foreign exchange option pricing |
| title_sort | foreign exchange option pricing a practitioner s guide |
| title_sub | a practitioner's guide |
| topic | BUSINESS & ECONOMICS / Foreign Exchange bisacsh Foreign exchange rates fast Options (Finance) / Prices fast Stock options fast Wirtschaft Options (Finance) Prices Stock options Foreign exchange rates Finanzmathematik (DE-588)4017195-4 gnd Optionspreis (DE-588)4115453-8 gnd Devisenmarkt (DE-588)4139011-8 gnd |
| topic_facet | BUSINESS & ECONOMICS / Foreign Exchange Foreign exchange rates Options (Finance) / Prices Stock options Wirtschaft Options (Finance) Prices Finanzmathematik Optionspreis Devisenmarkt |
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