Foreign exchange option pricing
Subtitle: a practitioner's guide
By: Iain J. Clark
Publisher: John Wiley
Published: 2011
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9780470683682
Table of contents: title: A gentle introduction to FX markets; title: Mathematical preliminaries; title: Deltas and market conventions; title: Volatility surface construction; title: Local volatility and implied volatility.