Foreign exchange option pricing a practitioner's guide /
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| Hovedforfatter: | |
|---|---|
| Institution som forfatter: | |
| Format: | Electronisk eBog |
| Sprog: | engelsk |
| Udgivet: |
Chichester [England] :
Wiley,
2011.
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| Serier: | Wiley finance series.
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| Fag: | |
| Online adgang: | An electronic book accessible through the World Wide Web; click to view |
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Indholdsfortegnelse:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.