Smile Pricing Explained

Auteur: Austing, Peter
Editeur: Palgrave Macmillan
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.
ISBN / EAN 9781137335715
Auteur Austing, Peter
Editeur Palgrave Macmillan