TY  - BOOK
AU  - Clark,Iain J.
TI  - Foreign exchange option pricing: a practitioner's guide 
T2  - Wiley finance series
SN  - 9781119208679
AV  - HG6024.A3 C563 2011eb
U1  - 332.4/5 22
PY  - 2011///
CY  - Chichester, West Sussex, U.K.
PB  - Wiley
KW  - Options (Finance)
KW  - Prices
KW  - Stock options
KW  - Foreign exchange rates
KW  - BUSINESS & ECONOMICS
KW  - Foreign Exchange
KW  - bisacsh
KW  - fast
KW  - Electronic books
N1  - Includes bibliographical references (pages 265-270) and index; A gentle introduction to FX markets -- Mathematical preliminaries -- Deltas and market conventions -- Volatility surface construction -- Local volatility and implied volatility
N2  - 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 c
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781119208679
ER  -