Smile Pricing Explained Paperback / softback
by P. Austing
Part of the Financial Engineering Explained series
Paperback / softback
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.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:221 pages, XIV, 221 p.
- Publisher:Palgrave Macmillan
- Publication Date:29/08/2014
- Category:
- ISBN:9781137335715
Other Formats
- PDF from £33.99
Information
-
Out of stock
- Format:Paperback / softback
- Pages:221 pages, XIV, 221 p.
- Publisher:Palgrave Macmillan
- Publication Date:29/08/2014
- Category:
- ISBN:9781137335715