000 03801cam a2200805Ka 4500
001 ocn760884457
003 OCoLC
005 20171116091804.0
006 m o d
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008 111114s2011 enka ob 001 0 eng d
010 _z 2010030438
020 _a9781119208679
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020 _a111920867X
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020 _a9780470977194
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024 8 _a9786613239563
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035 _a(OCoLC)760884457
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037 _a323956
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049 _aMAIN
050 4 _aHG6024.A3
_bC563 2011eb
072 7 _aBUS
_x028000
_2bisacsh
082 0 4 _a332.4/5
_222
100 1 _aClark, Iain J.
245 1 0 _aForeign exchange option pricing : a practitioner's guide /
_cIain J. Clark.
_h[electronic resource]
260 _aChichester, West Sussex, U.K. :
_bWiley,
_c2011.
300 _a1 online resource (xviii, 280 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
380 _aBibliography
490 1 _aWiley finance series
504 _aIncludes bibliographical references (pages 265-270) and index.
505 0 _aA gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
520 _aThis 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.
588 0 _aPrint version record.
650 0 _aOptions (Finance)
_xPrices.
650 0 _aStock options.
650 0 _aForeign exchange rates.
650 4 _aForeign exchange rates.
650 4 _aOptions (Finance)
_xPrices.
650 4 _aStock options.
650 7 _aBUSINESS & ECONOMICS
_xForeign Exchange.
_2bisacsh
650 7 _aForeign exchange rates.
_2fast
_0(OCoLC)fst00931816
650 7 _aOptions (Finance)
_xPrices.
_2fast
_0(OCoLC)fst01046900
650 7 _aStock options.
_2fast
_0(OCoLC)fst01133601
655 4 _aElectronic books.
776 0 8 _iPrint version:
_aClark, Iain J.
_tForeign exchange option pricing.
_dChichester, West Sussex, U.K. : Wiley, 2011
_z9780470683682
_w(DLC) 2010030438
_w(OCoLC)650019954
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781119208679
_zWiley Online Library
942 _2ddc
_cBK
999 _c205362
_d205362