Clark, Iain J. creator text bibliography Electronic books. enk Chichester, West Sussex, U.K Wiley 2011 monographic eng

electronic resource

1 online resource (xviii, 280 pages) : illustrations. 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. A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. Iain J. Clark. Includes bibliographical references (pages 265-270) and index. Options (Finance) Prices Stock options Foreign exchange rates Foreign exchange rates Options (Finance) Prices Stock options BUSINESS & ECONOMICS Foreign Exchange Foreign exchange rates Options (Finance) Prices Stock options HG6024.A3 C563 2011eb 332.4/5 Clark, Iain J. Chichester, West Sussex, U.K. : Wiley, 2011 (DLC) 2010030438 (OCoLC)650019954 9781119208679 111920867X 9780470977194 0470977191 323956 MIL http://onlinelibrary.wiley.com/book/10.1002/9781119208679 http://onlinelibrary.wiley.com/book/10.1002/9781119208679 N$T 111114 20171116091804.0 ocn760884457 eng