Foreign exchange option pricing a practitioner's guide /
Gardado en:
| Autor Principal: | |
|---|---|
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Chichester [England] :
Wiley,
2011.
|
| Series: | Wiley finance series.
|
| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
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Table of Contents:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.