Clark, Iain J.
Foreign exchange option pricing a practitioner's guide / [electronic resource] : Iain J. Clark. - Chichester [England] : Wiley, 2011. - xviii, 280 p. : ill. - Wiley finance series . - Wiley finance series. .
Includes bibliographical references (p. [265]-270) and index.
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Options (Finance)--Prices.
Stock options.
Foreign exchange rates.
Electronic books.
HG6024.A3 / C563 2011eb
332.4/5
Foreign exchange option pricing a practitioner's guide / [electronic resource] : Iain J. Clark. - Chichester [England] : Wiley, 2011. - xviii, 280 p. : ill. - Wiley finance series . - Wiley finance series. .
Includes bibliographical references (p. [265]-270) and index.
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Options (Finance)--Prices.
Stock options.
Foreign exchange rates.
Electronic books.
HG6024.A3 / C563 2011eb
332.4/5