Foreign exchange option pricing a practitioner's guide /
| Main Author: | |
|---|---|
| Format: | Electronic |
| Language: | English |
| Published: |
Chichester [England] :
Wiley,
2011.
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| Series: | Wiley finance series.
|
| Subjects: | |
| Online Access: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=179541 |
Table of Contents:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.