𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Guide to FX Options Quoting Conventions

✍ Scribed by Reiswich, Dimitri; Wystup, Uwe

Book ID
121204431
Publisher
Institutional Investor
Year
2010
Tongue
English
Weight
717 KB
Volume
18
Category
Article
ISSN
1074-1240

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Exotic options: a guide to second genera
Exotic options: a guide to second generation options
✍ Peter G. Zhang πŸ“‚ Library πŸ“… 1998 πŸ› World Scientific 🌐 English βš– 6 MB

This is a systematic classification and treatment of essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It aims to be an industry standard book on this subject. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all po