Modeling Foreign Exchange Options: A Quantitative Approach - Wiley Finance - Wystup, Uwe (MathFinance AG/HfB Business School) - Books - John Wiley & Sons Inc - 9780470725474 - June 26, 2025
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Modeling Foreign Exchange Options: A Quantitative Approach - Wiley Finance


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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.


350 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 26, 2025
ISBN13 9780470725474
Publishers John Wiley & Sons Inc
Pages 350
Dimensions 150 × 220 × 20 mm   ·   558 g   (Weight (estimated))
Language English  

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