Foreign exchange option pricing : a practitioner's guide /
Iain J Clark
- Chichester : John Wiley, 2011
- xviii, 280p. 24cm.
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.