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Foreign exchange option pricing

by Clark, Iain J.

Additional authors: ebrary, Inc.

Series: Wiley finance series Published by : Wiley, (Chichester [England] :) Physical details: xviii, 280 p. : ill.

Subject(s): Options (Finance) -- Prices. | Stock options. | Foreign exchange rates. | Electronic books.

Year: 2011

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10494672
- An electronic book accessible through the World Wide Web; click to view

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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.

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