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Modeling Foreign Exchange Options

Focuses on the modeling aspects, implementation issues, and looks at which model to use for which product, how the mathematics behind them works and how to code it up efficiently. This book moves beyond using the basic Black Scholes equation to explain various products, pricing models and numerical techniques for implementing a pricing model.
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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780470725474
Availability: In Stock
£46.90

Product Description

Focuses on the modeling aspects, implementation issues, & looks at which model to use for which product, how the mathematics behind them works & how to code it up efficiently. This book moves beyond using the basic Black Scholes equation to explain various products, pricing models & numerical techniques for implementing a pricing model.

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Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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