Foreign exchange option pricing a practitioner's guide /
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| 主要作者: | |
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| 企業作者: | |
| 格式: | 電子 電子書 |
| 語言: | 英语 |
| 出版: |
Chichester [England] :
Wiley,
2011.
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| 叢編: | Wiley finance series.
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| 主題: | |
| 在線閱讀: | An electronic book accessible through the World Wide Web; click to view |
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書本目錄:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.