Foreign exchange option pricing a practitioner's guide
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange-not just the theoretical mathematics covered in other books but also com...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester [England] :
Wiley
2011.
|
| Edición: | 1st edition |
| Colección: | Wiley finance series.
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628050006719 |
Tabla de Contenidos:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.
