Foreign Exchange Option Pricing
a practitioner's guide
$153.64
- Hardcover
304 pages
- Release Date
25 November 2010
Summary
Mastering Foreign Exchange Option Pricing: A Practical Guide for Finance Professionals
This book provides a comprehensive guide to foreign exchange options, tailored for finance practitioners. It equips quants and traders in banks or hedge funds with the essential mathematical knowledge and practical skills required for success in the field.
Unlike theoretical texts, this book focuses on implementation, pricing, and calibration, using real-world data and examples to illustra…
Book Details
| ISBN-13: | 9780470683682 |
|---|---|
| ISBN-10: | 0470683686 |
| Series: | The Wiley Finance Series |
| Author: | Iain J. Clark |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 304 |
| Edition: | 1st |
| Release Date: | 25 November 2010 |
| Weight: | 676g |
| Dimensions: | 252mm x 175mm x 23mm |
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About The Author
Iain J. Clark
Dr Iain J. Clark (London, UK), is Head of Foreign Exchange Quantitative Analysis at Dresdner Kleinwort in London, where he set up and runs the team responsible for developing pricing libraries for the front office. Previously, he was Director of the Quantitative Research Group in Lehman Brothers, Fixed Income Quantitative Analyst at BNP Paribas and has also worked in FX Commodities Derivatives research at JP Morgan. He holds an MSc in Mathematics from the University of Edinburgh, and a PhD in Applied Mathematics from the University of Queensland, Australia. Dr Clark is a regular speaker at key finance events, and has presented at London Imperial College, The Bachelier Society Annual Conference, London Imperial College, world business Strategies annual Conference, Risk events, Marcus Evans events and many more.
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