gogo

Foreign exchange option pricing [electronic resource] : a practitioner's guide / Iain J. Clark.

By: Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Chichester [England] : Wiley, 2011.Description: xviii, 280 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.4/5 22
LOC classification:
  • HG6024.A3 C563 2011
Online resources:
Contents:
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Holdings
Item type Current library Call number Status Date due Barcode
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.

Powered by Koha