Foreign exchange option pricing a practitioner's guide /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester [England] :
Wiley,
2011.
|
| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG6024.A3 |b C563 2011eb |
| 082 | 0 | 4 | |a 332.4/5 |2 22 |
| 100 | 1 | |a Clark, Iain J. | |
| 245 | 1 | 0 | |a Foreign exchange option pricing |h [electronic resource] : |b a practitioner's guide / |c Iain J. Clark. |
| 260 | |a Chichester [England] : |b Wiley, |c 2011. | ||
| 300 | |a xviii, 280 p. : |b ill. | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references (p. [265]-270) and index. | ||
| 505 | 0 | |a A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Options (Finance) |x Prices. | |
| 650 | 0 | |a Stock options. | |
| 650 | 0 | |a Foreign exchange rates. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10494672 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 128088 |d 128088 | ||