Foreign exchange option pricing : a practitioner's guide
Iain J. Clark
| Year of publication: |
2011
|
|---|---|
| Authors: | Clark, Iain K. |
| Other Persons: | Clark, Iain J. (contributor) |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option |
| Description of contents: | Table of Contents [catdir.loc.gov] ; Description [loc.gov] ; Description [catdir.loc.gov] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] |
| Extent: | XVIII, 280 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [265] - 272 A gentle introduction to FX marketsMathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. |
| ISBN: | 978-0-470-68368-2 ; 0-470-68368-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008648613