English
United States
Sign in
Tip from find-more-books.com
Similar books
More/other books that might be very similar to this book
Search tools
Book recommendations
Latest news
Advertising
FILTER
- 0 Results
Lowest price: 60.99 €, highest price: 93.51 €, average price: 69.27 €
Foreign Exchange Option Pricing - Iain Clark
book is out-of-stock
(*)
Iain Clark:
Foreign Exchange Option Pricing - new book

ISBN: 9781119978602

ID: 9781119978602

A Practitioner's Guide 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 book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features:Correct market conventions for FX volatility surface constructionAdjustment for settlement and delayed delivery of optionsPricing of vanillas and barrier options under the volatility smileBarrier bending for limiting barrier discontinuity risk near expiryIndustry strength partial differential equations in one and several spatial variables using finite differences on nonuniform gridsFourier transform methods for pricing European options using characteristic functionsStochastic and local volatility models, and a mixed stochastic/local volatility modelThree-factor long-dated FX modelNumerical calibration techniques for all the models in this workThe augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulationConnecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.Table of ContentsMathematical Preliminaries  Deltas and Market ConventionsVolatility Surface ConstructionLocal Volatility and Implied VolatilityStochastic VolatilityNumerical Methods for Pricing and CalibrationFirst Generation Exotics – Binary and Barrier OptionsSecond Generation ExoticsMulticurrency OptionsLong-dated FX Options Foreign Exchange Option Pricing: 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 book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features:Correct market conventions for FX volatility surface constructionAdjustment for settlement and delayed delivery of optionsPricing of vanillas and barrier options under the volatility smileBarrier bending for limiting barrier discontinuity risk near expiryIndustry strength partial differential equations in one and several spatial variables using finite differences on nonuniform gridsFourier transform methods for pricing European options using characteristic functionsStochastic and local volatility models, and a mixed stochastic/local volatility modelThree-factor long-dated FX modelNumerical calibration techniques for all the models in this workThe augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulationConnecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.Table of ContentsMathematical Preliminaries  Deltas and Market ConventionsVolatility Surface ConstructionLocal Volatility and Implied VolatilityStochastic VolatilityNumerical Methods for Pricing and CalibrationFirst Generation Exotics – Binary and Barrier OptionsSecond Generation ExoticsMulticurrency OptionsLong-dated FX Options Finance & Investments Financial Engineering Finanz- u. Anlagewesen Finanztechnik, John Wiley & Sons

New book Rheinberg-Buch.de
Ebook, Englisch, Neuware Shipping costs:Ab 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
Details...
(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Foreign Exchange Option Pricing - Wiley
book is out-of-stock
(*)
Wiley:
Foreign Exchange Option Pricing - new book

2011, ISBN: 9781119978602

ID: 12665095

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. 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 book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace. Table of Contents Mathematical Preliminaries Deltas and Market Conventions Volatility. eBooks, , Foreign Exchange Option Pricing~~EBook~~9781119978602~~Iain J. Clark, , Foreign Exchange Option Pricing, Iain J. Clark, 9781119978602, Wiley, 10/20/2011, , , , Wiley

New book Hive.co.uk
MPN: , SKU 12665095 Shipping costs:zzgl. Versandkosten, plus shipping costs
Details...
(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Foreign Exchange Option Pricing - Iain Clark
book is out-of-stock
(*)
Iain Clark:
Foreign Exchange Option Pricing - new book

2011, ISBN: 9781119978602

ID: 734758600

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 book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models - an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: * Correct market conventions for FX volatility surface construction * Adjustment for settlement and delayed delivery of options * Pricing of vanillas and barrier options under the volatility smile * Barrier bending for limiting barrier discontinuity risk near expiry * Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids * Fourier transform methods for pricing European options using characteristic functions * Stochastic and local volatility models, and a mixed stochastic/local volatility model * Three-factor long-dated FX model * Numerical calibration techniques for all the models in this work * The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace. A Practitioner´s Guide eBooks > Fremdsprachige eBooks > Englische eBooks > Sach- & Fachthemen > Technik ePUB 20.10.2011 eBook, John Wiley & Sons Inc, .201

New book Buch.ch
No. 39326896 Shipping costs:zzgl. Versandkosten, plus shipping costs
Details...
(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Foreign Exchange Option Pricing: A Practitioner's Guide - Iain J. Clark
book is out-of-stock
(*)
Iain J. Clark:
Foreign Exchange Option Pricing: A Practitioner's Guide - new book

ISBN: 9781119978602

ID: 9781119978602

Foreign Exchange Option Pricing: A Practitioner's Guide Foreign-Exchange-Option-Pricing~~Iain-Clark Investing>Investing NOOK Book (eBook), Wiley

New book Barnesandnoble.com
new Shipping costs:zzgl. Versandkosten, plus shipping costs
Details...
(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Foreign Exchange Option Pricing - Iain Clark
book is out-of-stock
(*)
Iain Clark:
Foreign Exchange Option Pricing - First edition

2011, ISBN: 9781119978602

ID: 24998098

A Practitioner's Guide, [ED: 1], 1. Auflage, eBook Download (EPUB), eBooks, [PU: John Wiley & Sons]

New book Lehmanns.de
Shipping costs:Download sofort lieferbar, , Versandkostenfrei innerhalb der BRD (EUR 0.00)
Details...
(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.