| 000 | 03801cam a2200805Ka 4500 | ||
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| 001 | ocn760884457 | ||
| 003 | OCoLC | ||
| 005 | 20171116091804.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 111114s2011 enka ob 001 0 eng d | ||
| 010 | _z 2010030438 | ||
| 020 |
_a9781119208679 _q(electronic bk.) |
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| 020 | _z9780470683682 | ||
| 020 | _z0470683686 | ||
| 024 | 8 | _a9786613239563 | |
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| 049 | _aMAIN | ||
| 050 | 4 |
_aHG6024.A3 _bC563 2011eb |
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| 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. |
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| 300 |
_a1 online resource (xviii, 280 pages) : _billustrations. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 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 |
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| 999 |
_c205362 _d205362 |
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