Book
Smile Pricing Explained
2014th Edition
P. Austing, Peter Austing
Palgrave Macmillan · Print & ebook · August 29, 2014
Reading lane: Finance
At a Glance
Who It's For
Book Details
- Authors
- P. Austing, Peter Austing
- Publisher
- Palgrave Macmillan
- Published
- August 29, 2014
- Format
- Print & ebook
- Theme
- Finance · Economics
- Reading lane
- Finance
Affinity
Publisher Categories
Finance
Economics
About This Book
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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