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Foreign Exchange Option Pricing: A Practitioner's Guide
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Errata - Foreign Exchange Option Pricing: A Practitioner's Guide
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Author: Iain J. Clark. Typos and errors in a book are embarrassing, but regrettably as unavoidable as bugs in computer code. Detecting and fixing them is equally important. If you find errors not listed below, do please let me know and I will tabulate them here for everyone's benefit. Please accept my apologies for the errors. Long USD dollars" should read "long US dollars" [line 17]. Modified forward" should read "modified following" [line 13]. Containg" should read "containing" [line 2]. Also, first li...
Home - Foreign Exchange Option Pricing: A Practitioner's Guide
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Author: Iain J. Clark. 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. 3 Deltas and Market Conventions. 4 Volatility Surface Construction. 5 Local Volatility and Implied Volatility.
Contact me - Foreign Exchange Option Pricing: A Practitioner's Guide
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Author: Iain J. Clark. Financial mathematician, and occasional applied mathematical consultant. Contact me by email. Or visit my personal web page. To see more about what I do.
Extras - Foreign Exchange Option Pricing: A Practitioner's Guide
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Author: Iain J. Clark. 1 Beneder, R. and Elkenbracht-Huizung (2003) Foreign Exchange Options and the Volatility Smile. Medium Econometrische Toepassingen. 2 Tan, C. C. (2012) Market Practice in Financial Modelling. World Scientific, Singapore.
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Iain J. Clark - financial mathematician and consultant
http://www.iainjclark.co.uk/publications.htm
Clark, I.J. (forthcoming), Commodity Option Pricing: A Practitioner's Guide. Clark, I.J. (2011), Foreign Exchange Option Pricing: A Practitioner's Guide. Wiley: Chichester [approx 18 external citations. Clark, I.J. and Bracken, A.J. (1996a), Effective potentials of quantum strip waveguides and their dependence upon torsion. Journal of Physics A: Mathematical and General. 339-348 [ 9 external citations. 59-61 [ 1 external citation. Journal of Physics A: Mathematical and General.
Iain J. Clark - financial mathematician and consultant
http://www.iainjclark.co.uk/index.htm
FX and Commodity Derivatives. How can I help you utilise your quant resources more effectively? I also know to deliver on time and on budget. I am available for training and consultancy. In order to help you realise significant productivity gains in your organisation. Contact me. For a free initial discussion, in confidence. How can I help you progress in your quant career? I am available for interview preparation and coaching. For a free initial discussion, in confidence. Can't I just read something?
People - Thalesians
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Paul A. Bilokon. Paul was educated at Christ Church, Oxford, and Imperial College. The domain-theoretic framework for continuous-time stochastic processes, developed with Prof. Abbas Edalat, earned him a PhD degree and a prestigious LICS paper. Paul's other academic interests include stochastic filtering and machine learning. He is an expert developer in C , Java, Python, and kdb /q, with a special interest in high performance scientific computing. Harvey Stein (New York City). Dr Stein is well known in ...
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Publications - Efficient Frontier Consulting Ltd.
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Clark, I.J. (2014), Commodity Option Pricing: A Practitioner's Guide. Clark, I.J. (2013), Foreign Exchange Option Pricing: A Practitioner's Guide: Chinese Language Edition. Shanghai University of Finance and Economics Press: Shanghai. Clark, I.J. (2011), Foreign Exchange Option Pricing: A Practitioner's Guide. Online Publications (available for immediate purchase/download). Jump Diffusive and Regime Switching Models for Electricity and Pegged Currency Pairs. Was £4.99) *.
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Publications - Efficient Frontier Consulting Ltd.
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Clark, I.J. (2014), Commodity Option Pricing: A Practitioner's Guide. Clark, I.J. (2013), Foreign Exchange Option Pricing: A Practitioner's Guide: Chinese Language Edition. Shanghai University of Finance and Economics Press: Shanghai. Clark, I.J. (2011), Foreign Exchange Option Pricing: A Practitioner's Guide. Online Publications (available for immediate purchase/download). Jump Diffusive and Regime Switching Models for Electricity and Pegged Currency Pairs. Pound;1.99 (was £4.99) *.
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Home - Foreign Exchange Option Pricing: A Practitioner's Guide
Author: Iain J. Clark. 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. 3 Deltas and Market Conventions. 4 Volatility Surface Construction. 5 Local Volatility and Implied Volatility.
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