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20110825.0 |
| 008 |
110622s2011 enk eng |
| 020 |
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|a 0470683686 (hardback : alk. paper)
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| 020 |
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|a 9780470683682 (hardback : alk. paper)
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| 050 |
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|a HG6024.A3
|b C53 2011
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| 090 |
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|a HG6024.A3
|b C53 2011
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| 100 |
1 |
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|a Clark, lain J. ,
|e author
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| 245 |
1 |
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|a Foreign exchange option pricing :
|b a practitioners guide
|c Iain J. Clark
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| 260 |
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|a Chichester, West Sussex, U. K. :
|b John Wiley & Sons ,
|c c2011
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| 300 |
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|a xviii, 280 p. :
|b ill. ;
|c 25 cm.
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| 490 |
1 |
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|a Wiley finance series
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| 504 |
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|a Includes bibliographical references (p. [265]-270) and index
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| 505 |
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|a 1. Introduction -- 2. Mathematical preliminaries -- 3. Deltas and market conventions -- 4. Volatility surface construction -- 5. Local volatility and implied volatility -- 6. Stochastic volatility -- 7. Numerical methods for pricing and calibration -- 8. First generation exotics - binary and barrier option -- 9. Second generation exotics -- 10. Multicurrency options -- 11. Longdated FX
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| 650 |
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|a Foreign exchange rates
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| 650 |
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|a Options (Finance)
|x Prices
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| 650 |
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0 |
|a Stock options
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| 856 |
4 |
1 |
|3 Table of contents only
|u http://catdir.loc.gov/catdir/enhancements/fy1106/2010030438-t.html
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| 856 |
4 |
2 |
|a Publisher description
|u http://catdir.loc.gov/catdir/enhancements/fy1012/2010030438-d.html
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| 999 |
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|a 1000140581
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
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