Foreign Exchange Option Pricing Clark Iain J.
Foreign Exchange Option Pricing Clark Iain J. This book covers foreign exchange options from the point of view of the finance practitioner. Crucially, this book describes the numerical methods…
Specifikacia Foreign Exchange Option Pricing Clark Iain J.
Foreign Exchange Option Pricing Clark Iain J.
This book covers foreign exchange options from the point of view of the finance practitioner. 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. 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.
Thorough treatment is given in one
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