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Smile Pricing Explained - Financial Engineering Explained P. Austing
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Smile Pricing Explained - Financial Engineering Explained
P. Austing
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.
240 pages, 10 figures, 3 black & white tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 29, 2014 |
| ISBN13 | 9781137335715 |
| Publishers | Palgrave Macmillan |
| Pages | 221 |
| Dimensions | 157 × 233 × 13 mm · 385 g |
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