Smile Pricing Explained - P. Austing
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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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Description
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.
More Information
| Author | P. Austing |
|---|---|
| Publisher | Palgrave MacMillan UK |
| Release year | 2014 |
| Cover type | Softcover |
| EAN | 9781137335715 |