Smile Pricing Explained (Financial Engineering 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.

Product details

EAN/ISBN:: 9781137335715
Edition:: 2014
Medium:: Paperback
Number of pages:: 236
Publication date:: 2014-08-29
Publisher:: Palgrave Macmillan
Manufacturer:: Unknown

EAN/ISBN:: 9781137335715
Edition:: 2014
Medium:: Paperback
Number of pages:: 236
Publication date:: 2014-08-29
Publisher:: Palgrave Macmillan
Manufacturer:: Unknown

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