Log In
Or create an account ->
Imperial Library
Home
About
News
Upload
Forum
Help
Login/SignUp
Index
Cover
Book Title here
FX Option Performance
FX Option Performance
Competing with High Quality Data
Preface
Chapter 1: A Quick Tour
Part One: The Market
Chapter 2: What is Market-Based Valuation?
Chapter 3: Market Stylized Facts
Part Two: Theoretical Valuation
Chapter 4: Risk-Neutral Valuation
Chapter 5: Complete Market Models
Chapter 6: Fourier-Based Option Pricing
Chapter 7: Valuation of American Options by Simulation
Part Three: Market-Based Valuation
Chapter 8: A First Example of Market-Based Valuation
Chapter 9: General Model Framework
Chapter 10: Monte Carlo Simulation
Chapter 11: Model Calibration
Chapter 12: Simulation and Valuation in the General Model Framework
Chapter 13: Dynamic Hedging
Chapter 14: Executive Summary
Appendix A: Python in a Nutshell
Bibliography
Index
EULA
← Prev
Back
Next →
← Prev
Back
Next →