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Foreign exchange option pricing :a p...
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Clark, Iain J.
Foreign exchange option pricing :a practitioner's guide /
纪录类型:
书目-语言数据,印刷品 : Monograph/item
[NT 15000414] null:
332.4/5
[NT 47271] Title/Author:
Foreign exchange option pricing : : a practitioner's guide // Iain J. Clark.
作者:
Clark, Iain J.
出版者:
Chichester, West Sussex, U.K. : : Wiley,, 2011.
面页册数:
xviii, 280 p. : : ill. ;; 25 cm.
标题:
Options (Finance) - Prices.
标题:
Stock options.
标题:
Foreign exchange rates.
ISBN:
9780470683682 (hbk.) :
ISBN:
0470683686 (hbk.)
[NT 15000227] null:
Includes bibliographical references (p. [265]-270) and index.
[NT 15000228] null:
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
电子资源:
http://catdir.loc.gov/catdir/enhancements/fy1012/2010030438-d.html
电子资源:
http://catdir.loc.gov/catdir/enhancements/fy1106/2010030438-t.html
Foreign exchange option pricing :a practitioner's guide /
Clark, Iain J.
Foreign exchange option pricing :
a practitioner's guide /Iain J. Clark. - Chichester, West Sussex, U.K. :Wiley,2011. - xviii, 280 p. :ill. ;25 cm. - Wiley finance series. - Wiley finance series..
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.
ISBN: 9780470683682 (hbk.) :NTD 2,898
LCCN: 2010030438Subjects--Topical Terms:
417543
Options (Finance)
--Prices.
LC Class. No.: HG6024.A3 / C563 2011
Dewey Class. No.: 332.4/5
Foreign exchange option pricing :a practitioner's guide /
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Foreign exchange option pricing :
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a practitioner's guide /
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Iain J. Clark.
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Chichester, West Sussex, U.K. :
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2011.
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xviii, 280 p. :
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Includes bibliographical references (p. [265]-270) and index.
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A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
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http://catdir.loc.gov/catdir/enhancements/fy1106/2010030438-t.html
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http://catdir.loc.gov/catdir/enhancements/fy1012/2010030438-d.html
http://catdir.loc.gov/catdir/enhancements/fy1106/2010030438-t.html
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