Foreign exchange option pricing a practitioner's guide /
Bewaard in:
| Hoofdauteur: | |
|---|---|
| Coauteur: | |
| Formaat: | Elektronisch E-boek |
| Taal: | Engels |
| Gepubliceerd in: |
Chichester [England] :
Wiley,
2011.
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| Reeks: | Wiley finance series.
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| Onderwerpen: | |
| Online toegang: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
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Inhoudsopgave:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.