[PDF.80vy] Foreign Exchange Option Pricing: A Practitioner's Guide (The Wiley Finance Series)

Foreign Exchange Option Pricing: A Practitioner's Guide (The Wiley Finance Series)

[PDF.mr83] Foreign Exchange Option Pricing: A Practitioner's Guide (The Wiley Finance Series)

Foreign Exchange Option Pricing:  Iain J. Clark epub
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 | #411145 in eBooks |  2011-10-20 |  2011-10-20 | File type: PDF

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||16 of 16 people found the following review helpful.| A real practioner's book|By M. Carreira|I traded BRLUSD options for 5 years, and Iain's book is the only book that covers all the different aspects of trading and modelling FX options:
Different delta conventions
Market strangles, and how to fit your interpolating function to the traded strikes
Realistic interpolations for volatility surface construction
L|About the Author|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 Dir

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 bo...

You can specify the type of files you want, for your gadget.Foreign Exchange Option Pricing: A Practitioner's Guide (The Wiley Finance Series)   |  Iain J. Clark. Which are the reasons I like to read books. Great story by a great author.

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