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Modeling Foreign Exchange Options - A Quantitative Approach

By: U Wystup (Author)

Not yet Published

Ksh 16,150.00

Format: Hardback or Cased Book

ISBN-13: 9780470725474

Publisher: John Wiley and Sons Ltd

Publication Date: Jun 27th, 2024

Category: Monetary economics

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Thank you for your interest in our book! We are excited to announce that this book is scheduled for publication on June 26th, 2025. While it is not available for purchase at the moment, you can pre-order it now to secure your copy.

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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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