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...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Clark, Iain J.
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Chichester [England] : Wiley, 2011.
Ausgabe:
1st edition
Zusammenfassung:
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 ri
Umfang:
1 online resource (300 p.)
text file
Anmerkungen:
Description based upon print version of record.
Anmerkungen:
English
Bibliografie:
Includes bibliographical references (p. [265]-270) and index.
ISBN:
9786613239563
9781119208679
111920867X
9781283239561
1283239566
9780470977194
0470977191
Schlagworte:
Options (Finance) > Prices.
Stock options.
Foreign exchange rates.
Bezugswerke:
Links: