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Foreign Exchange Option Pricing: A Practitioner´s Guide
Iain J. Clark
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Description for Foreign Exchange Option Pricing: A Practitioner´s Guide
Hardcover. * This book covers foreign exchange options from the point of view of the finance practitioner. Series: Wiley Finance Series. Num Pages: 304 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 253 x 176 x 23. Weight in Grams: 680.
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 characteristics necessary to price these products accurately. ... Read more
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 characteristics necessary to price these products accurately. ... Read more
Product Details
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
304
Format
Hardback
Publication date
2010
Series
Wiley Finance Series
Condition
New
Weight
693 g
Number of Pages
298
Place of Publication
Chichester, United Kingdom
ISBN
9780470683682
SKU
V9780470683682
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-2
About Iain J. Clark
Dr Iain J. Clark, (London, UK), is Head of Foreign Exchange Quantitative Analysis at Dresdner Kleinwort in London, where he set up and runs the team responsible for developing pricing libraries for the front office. Previously, he was Director of the Quantitative Research Group in Lehman Brothers, Fixed Income Quantitative Analyst at BNP Paribas and has also worked in FX ... Read more
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