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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
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 29 août 2014 |
| ISBN13 | 9781137335715 |
| Éditeurs | Palgrave Macmillan |
| Pages | 221 |
| Dimensions | 157 × 233 × 13 mm · 385 g |
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