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Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 592
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Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 592
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Author: Pension Benefit Guaranty Corporation
Publisher:
ISBN:
Category : Pensions
Languages : en
Pages : 52
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Author: The Farmer's Magazine
Publisher:
ISBN:
Category :
Languages : en
Pages : 516
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Author: Francis Rose
Publisher: Oxford University Press
ISBN: 0192898469
Category :
Languages : en
Pages : 465
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Book Description
Unsurpassed in authority, reliability and accuracy; the 2021-2022 edition has been fully revised and updated to incorporate all relevant legislation for contract and tort law courses. Blackstone's Statutes on Contract, Tort & Restitution is an abridged collection of legislation carefully reviewed and selected by Professor Francis Rose. With unparalleled coverage of contract and tort law, Blackstone's Statutes on Contract, Tort & Restitution leads the market: consistently recommended by lecturers and relied on by students for exam and course use. Blackstone's Statutes on Contract, Tort & Restitution is: - Trusted: ideal for exam use - Practical: find what you need instantly - Reliable: current, comprehensive coverage - Relevant: content reviewed to match your course Online resources The accompanying online resources include video guides to reading and interpreting statutes, web links, exam tips, and an interactive sample Act of Parliament.
Author: Iain J. Clark
Publisher: John Wiley & Sons
ISBN: 1119978602
Category : Business & Economics
Languages : en
Pages : 308
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Book Description
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. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.
Author:
Publisher:
ISBN:
Category : Delegated legislation
Languages : en
Pages : 492
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Author:
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ISBN:
Category : Labor
Languages : en
Pages : 732
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Author: Joseph Asbury Joyce
Publisher:
ISBN:
Category : Insurance law
Languages : en
Pages : 1252
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Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 826
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Author:
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ISBN:
Category : Agriculture
Languages : en
Pages : 496
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