Smile Pricing Explained
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.
Keywords
Business & EconomicsIndustriesFinancial ServicesFinanceFinancial EngineeringEconometricsCorporate FinanceManagementInvestments & SecuritiesEconomicsTheory
2014Book
Author(s)P. Austing
PublisherPalgrave Macmillan UK
ISBN9781137335715
LanguageEnglish
