The Book Foreign Exchange Options Pricing

Foreign Exchange Options Pricing

Details Book

  • Autor: Iain Clark
  • Editor: John Wiley
  • Relaese Date: 26 November 2010
  • ISBN: 0470683686
  • Format Book: PDF, Epub, DOCx, TXT, Audio, MOBI
  • Number of page: 304 pages
  • File Size: 52MB
  • Rating:


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Description Foreign Exchange Options Pricing de Iain Clark:

* This book covers foreign exchange options from the point of view of the finance practitioner. Dr Iain J. Clark, (London, UK), is Head of Foreign Exchange Quantitative Analysis at Dresdner Kleinwort in London, where he set up and runs the team responsible for developing pricing libraries for the front office. Previously, he was Director of the Quantitative Research Group in Lehman Brothers, Fixed Income Quantitative Analyst at BNP Paribas and has also worked in FX Commodities Derivatives research at JP Morgan. He holds an MSc in Mathematics from the University of Edinburgh, and a PhD in Applied Mathematics from the University of Queensland, Australia. Dr Clark is a regular speaker at key finance events, and has presented at London Imperial College, The Bachelier Society Annual Conference, London Imperial College, world business Strategies annual Conference, Risk events, Marcus Evans events and many more.

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