Fx Options and Smile Risk(The Wiley Finance Series)

外汇期权与微笑风险

货币银行学

原   价:
1563.75
售   价:
1251.00
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平台大促 低至8折优惠
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2009年12月04日
装      帧
精装
ISBN
9780470754191
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页      码
320
语      种
英文
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库存 49 本
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图书简介
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 stru
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