ISBN: 9780470754191 - fx options and smile risk (the wiley finance series) (12 Ergebnisse)

Zustand: New. Practical issues in FX options and smile risk FX Options and Smile Risk takes readers through the main technicalities of the FX spot and options markets, helping them develop practical trading skills that will enable them to run an FX options book in the real world. Series: Wiley Finance Series. Num Pages: 330 pages, black & white illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 249 x 175 x 26. Weight in Grams: 726. . 2009. hardcover. . . . . Books ship from the US and Ireland.…

Hardback. Zustand: 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.

Hardcover. Zustand: Very Good. FX Options and Smile Risk: 465 (The Wiley Finance Series) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping.…

Hardcover. Zustand: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. …

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

Zustand: New. In English.

Zustand: New. pp. 330.

Zustand: NEW.

Buch. Zustand: Neu. Neuware - The FX Options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware trader.This book is a unique guide to running an FX Options book from the market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner Antonio Castagna, the book shows readers how to correctly build an entire volatility surface from the market prices of the main structures.Starting with the basic conventions related to the main FX deals and the basic traded structures of FX Options, the book gradually introduces the main tools to cope with the FX volatility risk. It then goes on to review the main concepts of option pricing theory and their application within a Black-Scholes economy and a stochastic volatility environment. The book also introduces models that can be implemented to price and manage FX options before examining the effects of volatility on the profits and losses arising from the hedging activity.Coverage includes:\* how the Black-Scholes model is used in professional trading activity\* the most suitable stochastic volatility models\* sources of profit and loss from the Delta and volatility hedging activity\* fundamental concepts of smile hedging\* major market approaches and variations of the Vanna-Volga method\* volatility-related Greeks in the Black-Scholes model\* pricing of plain vanilla options, digital options, barrier options and the less well known exotic options\* tools for monitoring the main risks of an FX options' bookThe book is accompanied by a CD Rom featuring models in VBA, demonstrating many of the approaches described in the book.…

Zustand: New. Antonio Castagna is currently partner and co-founder of the consulting company Iason ltd, providing support to financial institutions for the design of models to price complex derivatives and to measure a wide range of risks, including credit and liquidity.

Buch. Zustand: Neu. FX Options and Smile Risk | Antonio Castagna | Buch | The Wiley Finance Series | Preface.Notation and Acronyms.1 The FX Market.1.1 FX rates and spot contracts.1.2 Outright and FX swap contracts.1.3 FX option contracts.1.4 Main traded FX option structures.2 Pricing Models for FX Options.2.1 Principles of option pricing theory.2.2 The | Englisch | 2010 | John Wiley & Sons Inc | EAN 9780470754191 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.…

Hardcover. Zustand: Brand New. hardback/cd-rom edition. 304 pages. 10.00x7.00x1.00 inches. In Stock.