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

By:

Clark, Iain J

Contributor(s):

ebrary, Inc

Series: Wiley finance seriesPublication details: Chichester [England] : Wiley, 2011.Description: xviii, 280 p. : illSubject(s):

Genre/Form:

Electronic books.

DDC classification:

332.4/5 22

LOC classification:

HG6024.A3 C563 2011eb

Online resources:

An electronic book accessible through the World Wide Web; click to view

Contents:

A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.

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Holdings
Item type	Current library	Call number	URL	Status	Date due	Barcode	Item holds
E-Book	Strathmore University (Main Library) Online Resource		Link to resource	Not for loan

Total holds: 0

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. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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