Foreign exchange option pricing : a practitioner's guide
Iain J. Clark
| Year of publication: |
2011
|
|---|---|
| Authors: | Clark, Iain J. |
| Publisher: |
Chichester, West Sussex, UK : Wiley |
| Subject: | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option |
| Description of contents: |
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Description [swbplus.bsz-bw.de]
|
| Extent: | 1 Online-Ressource (XVIII, 280 Seiten) |
|---|---|
| Series: | The Wiley Finance Ser. ; v.624 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (p. [265]-270) and index. - Description based on print version record |
| ISBN: | 978-0-470-68368-2 ; 0-470-68368-6 ; 978-1-283-23956-1 ; 978-0-470-97719-4 ; 978-0-470-68368-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012683457