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03831nam a2200805 4500 |
| 001 |
ocn760884457 |
| 003 |
OCoLC |
| 005 |
20170124071819.8 |
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m o d |
| 007 |
cr cnu---unuuu |
| 008 |
111114s2011 enka ob 001 0 eng d |
| 010 |
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|z 2010030438
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| 037 |
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|a 323956
|b MIL
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| 050 |
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4 |
|a HG6024.A3
|b C563 2011eb
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| 072 |
|
7 |
|a BUS
|x 028000
|2 bisacsh
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| 082 |
0 |
4 |
|a 332.4/5
|2 22
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| 049 |
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|a MAIN
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| 100 |
1 |
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|a Clark, Iain J.
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| 245 |
1 |
0 |
|a Foreign exchange option pricing :
|b a practitioner's guide /
|c Iain J. Clark.
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| 264 |
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1 |
|a Chichester, West Sussex, U.K. :
|b Wiley,
|c 2011.
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| 300 |
|
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|a 1 online resource (xviii, 280 pages) :
|b illustrations.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
|
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|a computer
|b c
|2 rdamedia
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| 338 |
|
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|a online resource
|b cr
|2 rdacarrier
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| 380 |
|
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|a Bibliography
|
| 490 |
1 |
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|a Wiley finance series
|
| 504 |
|
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|a Includes bibliographical references (pages 265-270) and index.
|
| 505 |
0 |
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|a A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
|
| 588 |
0 |
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|a Print version record.
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| 520 |
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|a 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.
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| 650 |
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0 |
|a Options (Finance)
|x Prices.
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| 650 |
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0 |
|a Stock options.
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| 650 |
|
0 |
|a Foreign exchange rates.
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| 650 |
|
4 |
|a Foreign exchange rates.
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| 650 |
|
4 |
|a Options (Finance)
|x Prices.
|
| 650 |
|
4 |
|a Stock options.
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Foreign Exchange.
|2 bisacsh
|
| 650 |
|
7 |
|a Foreign exchange rates.
|2 fast
|0 (OCoLC)fst00931816
|
| 650 |
|
7 |
|a Options (Finance)
|x Prices.
|2 fast
|0 (OCoLC)fst01046900
|
| 650 |
|
7 |
|a Stock options.
|2 fast
|0 (OCoLC)fst01133601
|
| 655 |
|
4 |
|a Electronic books.
|
| 776 |
0 |
8 |
|i Print version:
|a Clark, Iain J.
|t Foreign exchange option pricing.
|d Chichester, West Sussex, U.K. : Wiley, 2011
|z 9780470683682
|w (DLC) 2010030438
|w (OCoLC)650019954
|
| 830 |
|
0 |
|a Wiley finance series.
|
| 856 |
4 |
0 |
|u https://doi.org/10.1002/9781119208679
|z Full Text via HEAL-Link
|
| 994 |
|
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|a 92
|b DG1
|
