Foreign exchange option pricing a practitioner's guide /
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 com...
Основен автор: | Clark, Iain J. |
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Формат: | Електронен |
Език: | English |
Публикувано: |
Chichester, West Sussex, U.K. :
Wiley,
2011.
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Серия: |
Wiley finance series.
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Предмети: | |
Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=391265 |
Подобни документи: |
Print version::
Foreign exchange option pricing. |
Резюме: |
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. |
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Физически характеристики: |
1 online resource (xviii, 280 pages) : illustrations. |
Библиография: |
Includes bibliographical references (pages 265-270) and index. |
ISBN: |
9781119208679 111920867X 9780470977194 0470977191 |