Foreign exchange option pricing a practitioner's guide /
Shranjeno v:
| Glavni avtor: | |
|---|---|
| Format: | Elektronski eKnjiga |
| Jezik: | angleščina |
| Izdano: |
Chichester [England] :
Wiley,
2011.
|
| Serija: | Wiley finance series.
|
| Teme: | |
| Online dostop: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/179541 Ver en el OPAC |
| Oznake: |
Brez oznak, prvi označite!
|
Kazalo:
- A gentle introduction to FX markets
- Mathematical preliminaries
- Deltas and market conventions
- Volatility surface construction
- Local volatility and implied volatility.