Foreign exchange option pricing a practitioner's guide /

Sábháilte in:
Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Clark, Iain J.
Údar corparáideach: ebrary, Inc
Formáid: Leictreonach Ríomhleabhar
Teanga:Béarla
Foilsithe / Cruthaithe: Chichester [England] : Wiley, 2011.
Sraith:Wiley finance series.
Ábhair:
Rochtain ar líne:An electronic book accessible through the World Wide Web; click to view
Clibeanna: Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
Clár na nÁbhar:
  • A gentle introduction to FX markets
  • Mathematical preliminaries
  • Deltas and market conventions
  • Volatility surface construction
  • Local volatility and implied volatility.