03801cam a2200805Ka 4500 ocn760884457 OCoLC 20171116091804.0 m o d cr cnu---unuuu 111114s2011 enka ob 001 0 eng d 2010030438 9781119208679 (electronic bk.) 111920867X (electronic bk.) 9780470977194 (electronic bk.) 0470977191 (electronic bk.) 9780470683682 0470683686 9786613239563 AU@ 000051562013 AU@ 000052900396 AU@ 000052923479 CHNEW 000602919 CHVBK 303033290 DEBBG BV041909540 DEBBG BV042970410 DEBBG BV043393682 DEBSZ 39699976X DEBSZ 42152877X DEBSZ 430995164 DEBSZ 449243435 DKDLA 820120-katalog:000557563 HEBIS 299830748 NZ1 14256977 (OCoLC)760884457 (OCoLC)748534048 (OCoLC)748937817 (OCoLC)770868102 (OCoLC)794596651 (OCoLC)816859600 (OCoLC)961512951 (OCoLC)962579042 323956 MIL N$T eng pn N$T CDX E7B EBLCP REDDC OCLCQ MERUC UMI OCLCQ DEBSZ OCLCQ NLGGC OCLCQ OCLCF YDXCP MHW IDEBK UKDOC DEBBG DG1 OCLCQ S3O OCLCQ AZK MAIN HG6024.A3 C563 2011eb BUS 028000 bisacsh 332.4/5 22 Clark, Iain J. Foreign exchange option pricing : a practitioner's guide / Iain J. Clark. [electronic resource] Chichester, West Sussex, U.K. : Wiley, 2011. 1 online resource (xviii, 280 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Bibliography 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. Print version record. Options (Finance) Prices. Stock options. Foreign exchange rates. Foreign exchange rates. Options (Finance) Prices. Stock options. BUSINESS & ECONOMICS Foreign Exchange. bisacsh Foreign exchange rates. fast (OCoLC)fst00931816 Options (Finance) Prices. fast (OCoLC)fst01046900 Stock options. fast (OCoLC)fst01133601 Electronic books. Print version: Clark, Iain J. Foreign exchange option pricing. Chichester, West Sussex, U.K. : Wiley, 2011 9780470683682 (DLC) 2010030438 (OCoLC)650019954 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781119208679 Wiley Online Library ddc BK 205362 205362