Langsung ke konten utama

Empire of the Air : The Men Who Made Radio (0060981199)

The story of the invention of radio focuses on scientist Lee de Forest, brilliant recluse Edwin Armstrong, and RCA mogul David Sarnoff, who turned a basement discovery into a worldwide communications revolution Product details Format Paperback | 432 pages Dimensions 134 x 204 x 25.4mm | 340.19g ...
Posting Komentar

Foreign Exchange Option Pricing : A Practitioner's Guide (0470683686)



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 characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models an area often neglected in the literature, which is nevertheless of paramount importance in practice.
Thorough treatment is given in one unified text to the following features: * Correct market conventions for FX volatility surface construction * Adjustment for settlement and delayed delivery of options * Pricing of vanillas and barrier options under the volatility smile * Barrier bending for limiting barrier discontinuity risk near expiry * Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids * Fourier transform methods for pricing European options using characteristic functions * Stochastic and local volatility models, and a mixed stochastic/local volatility model * Three-factor long-dated FX model * Numerical calibration techniques for all the models in this work * The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.


Product details

  • Hardback | 298 pages
  • 180 x 245 x 21mm | 606g
  • New York, United States
  • English
  • 1. Auflage
  • 0470683686
  • 9780470683682
  • 798,742


Download Foreign Exchange Option Pricing : A Practitioner's Guide (0470683686).pdf, available at ebookdownloadfree.co for free.

>DOWNLOAD NOW<

Komentar

Posting Komentar

Postingan populer dari blog ini

Regional Cultures in American Rock 'n' Roll : An Anthology (9781793515261)

Regional Cultures in American Rock 'n' Roll increases students' understanding of various musical genres by examining their cultural and geographical origins. Incorporating articles from writers, critics, and songwriters, the book covers rock 'n' roll from its roots in the 1940s through classic rock, garage bands, and thrash metal. The book is divided into five sections. Part I explores the roots of rock and how electric music was develope Product details Format Hardback | 220 pages Dimensions 178 x 254 x 14...
Posting Komentar
Baca selengkapnya

The Wicked Wit of Charles Dickens (0785833250)

Inside The Wicked Wit of Charles Dickens, readers take a journey into the classically humorous and almost goofy side of one of the most famous writers in world history. readers will find a timeline of Charles Dickens's Life, several short stories, a whole chapter of Dickens's bumblings, and quotes from some of Dickens's most famous papers. Dickens was a wonderfully smart child who excelled in school but became a victim of poverty. In his later years, this childhood of poverty would influence him greatly and a great deal of his material was based on this life. When his father was sent to prison, Dickens's mother and siblings accompanied his father and went to live inside the prison in one small room while Charles was sent into lodgings beside the prison and worked at a blacking factory. The Wicked Wit of Charles Dickenstakes Dickens's lovers through a history of some of his lesser-known stories and introduces the reader to a side of Dickens that may not have been...
Posting Komentar
Baca selengkapnya

The Old South's Modern Worlds : Slavery, Region, and Nation in the Age of Progress (9780195384024)

Before the Civil War, America's slave states were enmeshed in the modernizing trends of their time but that history has been obscured by a deeply ingrained view of the Old South as an insular society with few outward connections. The Old South's Modern Worlds looks beyond this myth of an isolated and backward-looking South to identify some of the many ways that the modern world shaped antebellum southern society. Removing the screen of southern traditionalism turns up new stories about slaves as religious missionaries, Native Americans as hard-driving capitalists, cotton cultivators as genetic scientists, proslavery politicians as nationalists, and planters as experimenters in sexuality. The essays gathered in this volume not only tell these jarringly modern tales of the Old South, they also explore the compatibility of slavery-the defining feature of antebellum southern life-and cultural and material markers of modernity such as moral reform, cities, and industry. The Old S...
Posting Komentar
Baca selengkapnya