9780470683682 - Foreign Exchange Option Pricing: A Practitioner's Guide di Clark, Iain J. (30 risultati)

Hardback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condizione: New.

Hardcover. Condizione: new. Hardcover. 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 exchangenot 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 simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace. * This book covers foreign exchange options from the point of view of the finance practitioner. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: As New. Unread book in perfect condition.

Condizione: new.

Condizione: New.

Condizione: New. In.

Hardcover. Condizione: New.

Condizione: New. pp. xviii + 280 Illus.

Condizione: As New. Unread book in perfect condition.

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New. * This book covers foreign exchange options from the point of view of the finance practitioner. Series: Wiley Finance Series. Num Pages: 304 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 253 x 176 x 23. Weight in Grams: 680. . 2010. 1st Edition. Hardcover. . . . .

Condizione: New.

Hardback. Condizione: New. 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 simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.

Condizione: New. pp. xviii + 280.

Condizione: New. pp. xviii + 280.

Condizione: NEW.

Condizione: New.

Hardcover. Condizione: new. Hardcover. 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 exchangenot 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 simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace. * This book covers foreign exchange options from the point of view of the finance practitioner. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condizione: New. * This book covers foreign exchange options from the point of view of the finance practitioner. Series: Wiley Finance Series. Num Pages: 304 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 253 x 176 x 23. Weight in Grams: 680. . 2010. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Condizione: New. 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 mat.

Hardcover. Condizione: new. Hardcover. 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 exchangenot 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 simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace. * This book covers foreign exchange options from the point of view of the finance practitioner. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Buch. Condizione: Neu. Neuware - 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 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 PreliminariesDeltas 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.

Hardcover. Condizione: Brand New. 1st edition. 298 pages. 10.00x7.00x1.00 inches. In Stock.

Buch. Condizione: Neu. Foreign Exchange Option Pricing | Iain J Clark | Buch | 298 S. | Englisch | 2011 | Wiley | EAN 9780470683682 | Verantwortliche Person für die EU: Wiley-VCH GmbH, Boschstr. 12, 69469 Weinheim, product-safety[at]wiley[dot]com | Anbieter: preigu.

Hardback. Condizione: New. 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 simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.

Hardcover. Condizione: Like New. Like New. book.

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 702.

Hardcover. Condizione: Brand New. 1st edition. 298 pages. 10.00x7.00x1.00 inches. In Stock. This item is printed on demand.