Foreign exchange option pricing a practitioner's guide /

Main Author: Clark, Iain J.
Corporate Author: ebrary, Inc.
Format: Book
Language:English
Published: Chichester [England] : Wiley, 2011.
Series:Wiley finance series
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10494672
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260 |a Chichester [England] :  |b Wiley,  |c 2011. 
300 |a xviii, 280 p. :  |b ill. 
490 1 |a Wiley finance series 
504 |a Includes bibliographical references (p. [265]-270) and index. 
505 0 |a A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility. 
650 0 |a Options (Finance)  |x Prices. 
650 0 |a Stock options. 
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