Foreign exchange option pricing : a practitioner's guide / Iain J Clark

By:

Clark, Iain J

Material type: Text

TextPublication details: Chichester : John Wiley, 2011Description: xviii, 280p. 24cmISBN:

9780470683682

Subject(s):

DDC classification:

332.45 CLA

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	332.45 CLA (Browse shelf(Opens below))	Available		IIMC-132674

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Previous	332.45 CHA Finance of foreign trade and foreign exchange /	332.45 CHO The Money markets handbook :	332.45 CLA Recent issues in international monetary economics /	332.45 CLA Foreign exchange option pricing :	332.45 CLE Developments in money, G-SEC and FOREX markets in recent years :	332.45 CLE Developments in money, G-SEC and FOREX markets in recent years :	332.45 CLE Developments in money, G-sec and forex markets in recent years	Next

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 comprehensive coverage of implementation, pricing and calibration.

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