Smile Pricing Explained

by Peter Austing
language: english
Publisher: Palgrave Macmillan, August of 2014 ‧
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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.

Smile Pricing Explained

by Peter Austing

Property Description
ISBN: 9781137335715
Publisher: Palgrave Macmillan
Release Date: August of 2014
Language: English
Dimensions: 138 x 216 x 20 mm
Cover: Softcover
Pages: 221
Format: Book
Collection: Financial Engineering Explained
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781137335715

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