Foreign exchange option pricing: a practitioner's guide
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Chichester [England]
Wiley
2011
|
Schriftenreihe: | Wiley finance series
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Schlagworte: | |
Online-Zugang: | Buchcover |
Beschreibung: | Includes bibliographical references (p. [265]-270) and index |
Beschreibung: | xviii, 280 p. |
ISBN: | 0470683686 9780470683682 9780470977194 |
Internformat
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245 | 1 | 0 | |a Foreign exchange option pricing |b a practitioner's guide |c Iain J. Clark |
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300 | |a xviii, 280 p. | ||
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505 | 0 | |a A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility | |
650 | 4 | |a Options (Finance) |x Prices | |
650 | 4 | |a Stock options | |
650 | 4 | |a Foreign exchange rates | |
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Datensatz im Suchindex
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any_adam_object | 1 |
author | Clark, Iain J. |
author_facet | Clark, Iain J. |
author_role | aut |
author_sort | Clark, Iain J. |
author_variant | i j c ij ijc |
building | Verbundindex |
bvnumber | BV044154786 |
collection | ZDB-30-PAD ZDB-30-PBE |
contents | A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility |
ctrlnum | (ZDB-30-PAD)EBC699352 (ZDB-89-EBL)EBL699352 (OCoLC)839021207 (DE-599)BVBBV044154786 |
dewey-full | 332.4/5 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.4/5 |
dewey-search | 332.4/5 |
dewey-sort | 3332.4 15 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
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id | DE-604.BV044154786 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:45:15Z |
institution | BVB |
isbn | 0470683686 9780470683682 9780470977194 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029561631 |
oclc_num | 839021207 |
open_access_boolean | |
physical | xviii, 280 p. |
psigel | ZDB-30-PAD ZDB-30-PBE |
publishDate | 2011 |
publishDateSearch | 2011 |
publishDateSort | 2011 |
publisher | Wiley |
record_format | marc |
series2 | Wiley finance series |
spelling | Clark, Iain J. Verfasser aut Foreign exchange option pricing a practitioner's guide Iain J. Clark Chichester [England] Wiley 2011 xviii, 280 p. txt rdacontent c rdamedia cr rdacarrier Wiley finance series 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 Options (Finance) Prices Stock options Foreign exchange rates Devisenmarkt (DE-588)4139011-8 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 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 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029561631&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 A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility Options (Finance) Prices Stock options Foreign exchange rates Devisenmarkt (DE-588)4139011-8 gnd Optionspreis (DE-588)4115453-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
subject_GND | (DE-588)4139011-8 (DE-588)4115453-8 (DE-588)4017195-4 |
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 | Options (Finance) Prices Stock options Foreign exchange rates Devisenmarkt (DE-588)4139011-8 gnd Optionspreis (DE-588)4115453-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
topic_facet | Options (Finance) Prices Stock options Foreign exchange rates Devisenmarkt Optionspreis Finanzmathematik |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029561631&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT clarkiainj foreignexchangeoptionpricingapractitionersguide |