Foreign exchange option pricing a practitioner's guide / Iain J. Clark.
| Author/creator | Clark, Iain J. |
| Format | Electronic |
| Publication Info | Chichester, West Sussex, U.K. : Wiley, |
| Description | xviii, 280 p. : ill. ; 25 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Wiley finance series Wiley finance series. ^A517226 |
| Contents | A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. |
| Bibliography note | Includes bibliographical references (p. [265]-270) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2010030438 |
| ISBN | 9780470683682 |
| ISBN | 0470683686 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |