Smile Pricing Explained

Business & Finance, Finance & Investing, Finance, Investments & Securities
Cover of the book Smile Pricing Explained by P. Austing, Palgrave Macmillan UK
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Author: P. Austing ISBN: 9781137335722
Publisher: Palgrave Macmillan UK Publication: August 29, 2014
Imprint: Palgrave Macmillan Language: English
Author: P. Austing
ISBN: 9781137335722
Publisher: Palgrave Macmillan UK
Publication: August 29, 2014
Imprint: Palgrave Macmillan
Language: English
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration.

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Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration.

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