Foreign exchange option pricing a practitioner's guide /
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| Glavni avtor: | |
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| Korporativna značnica: | |
| Format: | Elektronski eKnjiga |
| Jezik: | angleščina |
| Izdano: |
Chichester [England] :
Wiley,
2011.
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| Serija: | Wiley finance series.
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| Teme: | |
| Online dostop: | An electronic book accessible through the World Wide Web; click to view |
| Oznake: |
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Kazalo:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.