| 000 | 02369cam a2200325 a 4500 | ||
|---|---|---|---|
| 003 | CO-NeUS | ||
| 005 | 20180209102725.0 | ||
| 008 | 090401s2010 njua 001 0 eng | ||
| 020 | _a9780470754191 | ||
| 035 | _a(OCoLC)310400118 | ||
| 040 |
_aDLC _cDLC _dYDX _dUKM _dBTCTA _dYDXCP _dCDX _dBWK _dGBVCP _dNNC _dCO-NeUS _bEspañol |
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| 041 | _aeng | ||
| 082 | 0 | 0 |
_a332.45 _bC346f _221 |
| 100 | 1 |
_aCastagna, Antonio. _935249 |
|
| 245 | 1 | 0 |
_aFX options and smile risk _cAntonio Castagna. |
| 264 |
_aHoboken, N.J. _bWiley _c2010. |
||
| 300 |
_axv, 304 páginas _bilustrado _c25 cm. _e+ Un Disco Compacto (CD-ROM) |
||
| 490 | 1 |
_a[Wiley finance] _994494 |
|
| 500 | _aIncluye índice | ||
| 505 | 0 | 0 |
_g1. _tThe FX Market -- _g2. _tPricing Models for FX Options -- _g3. _tDynamic Hedging and Volatility Trading -- _g4. _tThe Volatility Surface -- _g5. _tPlain Vanilla Options -- _g6. _tBarrier Options -- _g7. _tOther Exotic Options -- _g8. _tRisk Management Tools and Analysis -- _g9. _tCorrelation and FX Options. |
| 520 | 1 | _a"This book is a unique guide to running an FX options book from a 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."--BOOK JACKET. | |
| 650 | 0 |
_aForeign exchange options. _9110959 |
|
| 650 | 0 |
_aRisk management _9130760 |
|
| 650 | 0 |
_aOpciones de divisas _9118166 |
|
| 650 | 0 |
_aGestión del riesgo (finanzas) _9111698 |
|
| 830 | 0 |
_aWiley finance series _998994 |
|
| 856 | 4 | 2 |
_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0917/2009036554-d.html |
| 856 | 4 | 2 |
_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy1002/2009036554-b.html |
| 942 | _cCG | ||
| 999 |
_c35906 _d35906 |
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