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Hardcover Modeling Foreign Exchange Options: A Quantitative Approach Book
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ISBN: 0470725478

ISBN13: 9780470725474

Modeling Foreign Exchange Options: A Quantitative Approach

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Format: Hardcover

$100.04
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List Price $115.50
Releases Aug 4, 2025
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Book Overview

Hands-on quantitative techniques for the FX derivatives markets Modeling Foreign Exchange Options provides practical instruction on the pricing and implementation of FX structured products for the FX market. Written by an internationally renowned academic and practitioner, this book goes beyond the basic Black Scholes equation to price options using volatility smile and surface construction and consistent stochastic volatility models (SLV), Monte...

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