Foreign exchange option pricing a practitioner's guide /
| Main Author: | |
|---|---|
| Corporate Author: | |
| 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 |
Table of Contents:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.