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Foreign Exchange Option Pricing: A Practitioner's Guide

ISBN: 978-0-470-68368-2
Hardcover
304 pages
November 2010
List Price: US $125.00
Government Price: US $83.84
Enter Quantity:   Buy
Foreign Exchange Option Pricing: A Practitioner's Guide (0470683686) cover image
Other Available Formats: E-book

Dr Iain J. Clark, (London, UK), is Head of Foreign Exchange Quantitative Analysis at Dresdner Kleinwort in London, where he set up and runs the team responsible for developing pricing libraries for the front office. Previously, he was Director of the Quantitative Research Group in Lehman Brothers, Fixed Income Quantitative Analyst at BNP Paribas and has also worked in FX Commodities Derivatives research at JP Morgan. He holds an MSc in Mathematics from the University of Edinburgh, and a PhD in Applied Mathematics from the University of Queensland, Australia. Dr Clark is a regular speaker at key finance events, and has presented at London Imperial College, The Bachelier Society Annual Conference, London Imperial College, world business Strategies annual Conference, Risk events, Marcus Evans events and many more.
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