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Foreign Exchange Option Pricing: A Practitioner's Guide By Iain J. Clark
Ebook Foreign Exchange Option Pricing: A Practitioner's Guide By Iain J. Clark
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- Sales Rank: #349009 in Books
- Published on: 2011-01-18
- Original language: English
- Number of items: 1
- Dimensions: 9.90" h x .90" w x 6.90" l, 1.49 pounds
- Binding: Hardcover
- 298 pages
About the Author
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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