Foreign exchange option pricing : a practitioner's guide / Iain J. Clark. [electronic resource] Clark, Iain J. Options (Finance) Prices. Stock options. Foreign exchange rates. HG6024.A3 C563 2011eb 332.4/5 22 Includes bibliographical references (pages 265-270) and index. Print version record. 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. Chichester, West Sussex, U.K. : Wiley, 2011. 2011. 2011 Text 1 online resource (xviii, 280 pages) : http://onlinelibrary.wiley.com/book/10.1002/9781119208679 eng Wiley finance series Wiley finance series. Foreign exchange option pricing. Foreign exchange option pricing.