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Smile Pricing Explained|P. Austing

Smile Pricing Explained

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9781137335715
  • ISBN-10: 1137335718
  • Publisher: Palgrave MacMillan
  • Publish Date: August 2014
  • Dimensions: 9.1 x 6 x 0.7 inches
  • Shipping Weight: 0.85 pounds
  • Page Count: 221

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