Foreign exchange option pricing [electronic resource] : a practitioner's guide / Iain J. Clark.
Series: 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 2011eb
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 |
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.
There are no comments on this title.