Abstract
This chapter on options will delve a bit deeper into the subjects broached by the first chapter, and expand to cover foreign exchange (FX) options as well.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
Further reading
Antonio Castagna, F. M. (n.d.) ‘Consistent Pricing of FX Options’, www.fabiomercurio.it.
Castagna, A. (2009) FX Options and Smile Risk. Wiley.
Dimitri Reiswich, U. W. (n.d.) ‘FX Volatility Smile Construction’, No 20, CPQF Working Paper Series from Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
Copyright information
© 2013 Andrew Sutherland and Jason Court
About this chapter
Cite this chapter
Sutherland, A., Court, J. (2013). More Vanilla Options. In: The Front Office Manual. Global Financial Markets. Palgrave Macmillan, London. https://doi.org/10.1057/9781137030696_12
Download citation
DOI: https://doi.org/10.1057/9781137030696_12
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-44055-9
Online ISBN: 978-1-137-03069-6
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)