Foreign exchange option pricing a practitioner's guide
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 com...
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| Format: | eBook |
| Language: | English |
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Chichester, West Sussex, U.K.
Wiley
2011
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | 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. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk c |
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| Physical Description: | xviii, 280 pages illustrations |
| ISBN: | 111920867X 9780470977194 9781119208679 |