Foreign exchange option pricing a practitioner's guide - Clark, Iain J. (Chichester [England] : Wiley, 2011)
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.
Includes bibliographical references (p. [265]-270) and index.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2022. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: Options (Finance) -- Prices; Stock options; Foreign exchange rates; Electronic books