预订FX Options and Structured Products 2e 预订,预计下单后2-3周左右发货!
¥1280
预订 外汇期权与结构性产品 Fx Options And Structured Products [Wiley金融] [ 【全球购】进口原版图书,约5-8周到达国内后发出
¥1030
【预订】FX Options and Structured Products [With CDROM] 美国库房发货,通常付款后3-5周到货!
¥986.00
【预售 按需印刷】FX Options and Structured Prod
¥1017.45
按需印刷FX Options and Structured Prod 预订,预计下单后2-3周左右发货!
¥1197
Fx Options And Structured Products 2E 9781118471067 现货图书
Product Details 基本信息 ISBN-13 书号 9781118471067 Author 作者 Uwe Wystup Format 版本 精装 Pages Number 页数 472页 Publication Date 出版日期 2017-07-20 Language 语种 英语 Book Contents 内容简介 Uwe Wystup provides new insights into the FX Options markets post crisis: FX smile construction using brokers quotes, interpolation and extrapolation, robustness checks, arbitrage checks for the volatility surface. Numerous products are explained in a simple, case-study format: accumulators, kikos, target redemption forwards, auto-callables, structures FX swaps and cross-currency swaps. Uwe explains the issues of spreads in the interest rate markets and how they affect the valuation of FX Options. Basis spreads, tenor spreads. Yield curve construction is a crucial ingredient to pricing. The vanna-volga approaches are explained in detail. New advances in software development in trading and structuring platforms a
¥887.00
外汇期权与结构性产品FX Options and Structured Products
作者简介: UWE WYSTUP is CEO of www.mathfinance.com, a global network of quants specializing in modeling and implementing Foreign Exchange Exotics. He has been working as Financial Engineer, Structurer and Consultant in FX Options Trading Teams of Citibank, UBS, Sal. Oppenheim and Commerzbank since 1992 and became an internationally known FX Options expert in both Academia and Practice. Uwe holds a PhD in mathematical finance from Carnegie Mellon University and has been appointed a professor of Quantitative Finance at HfB-Business School of Finance and Management in Frankfurt, where he is in charge of the Master Program in Quantitative Finance. His first book Foreign Exchange Risk co-edited with Jürgen Hakala published in 2002, he has also published articles in Finance and Stochastics, the Journal of Derivatives and The MathFinance Newsletter.
¥954.70
FX Options and Structured Products外汇期权与结构性产品
¥954.80