Foreign exchange option pricing : a practitioner´s guide /
Iain J. Clark.
- xviii, 280 páginas : ilustraciones ; 25 cm.
- Wiley finance series .
- Wiley finance series .
Incluye bibliografía (p. [265]-270).
A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility.