Foreign exchange option pricing : a practitioner's guide /

• Κύριος συγγραφέας: Clark, Iain J.
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Chichester, West Sussex, U.K. : Wiley, 2011.
• Σειρά: Wiley finance series.
• Θέματα: Options (Finance) > Prices.; Stock options.; Foreign exchange rates.; BUSINESS & ECONOMICS > Foreign Exchange.; Electronic books.
• Φυσική περιγραφή: 1 online resource (xviii, 280 pages) : illustrations.
• Βιβλιογραφία: Includes bibliographical references (pages 265-270) and index.
• ISBN: 9781119208679; 111920867X; 9780470977194; 0470977191
• DOI: 10.1002/9781119208679

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.