Foreign exchange option pricing a practitioner's guide /
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester [England] :
Wiley,
2011.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Click to View |
Table of Contents:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.