Foreign exchange option pricing a practitioner's guide /
| Autor principal: | |
|---|---|
| Formato: | Electrónico |
| Idioma: | English |
| Fecha de publicación: |
Chichester [England] :
Wiley,
2011.
|
| Series: | Wiley finance series.
|
| Materias: | |
| Acceso en línea: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=179541 |
Tabla de Contenidos:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.