Foreign exchange option pricing (Record no. 129942)

000 -LEADER
fixed length control field 01541nam a2200373 a 4500
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.4/5
100 1# - MAIN ENTRY--AUTHOR NAME
Personal name Clark, Iain J.
245 10 - TITLE STATEMENT
Title Foreign exchange option pricing
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Chichester [England] :
Name of publisher Wiley,
Year of publication 2011.
300 ## - PHYSICAL DESCRIPTION
Number of Pages xviii, 280 p. :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Wiley finance series
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Options (Finance)
Topical Term Stock options.
Topical Term Foreign exchange rates.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://site.ebrary.com/lib/rucke/Doc?id=10494672

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