Foreign exchange option pricing [electronic resource] : a practitioner's guide / Iain J. Clark.
Material type: TextSeries: Wiley finance seriesPublication details: Chichester [England] : Wiley, 2011.Description: xviii, 280 p. : illSubject(s): Genre/Form: DDC classification:- 332.4/5 22
- HG6024.A3 C563 2011
Item type | Current library | Call number | Status | Date due | Barcode | |
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Ebook | TUS: Midlands, Main Library Athlone Online | eBook (Browse shelf(Opens below)) | Available |
Includes bibliographical references (p. [265]-270) and index.
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.