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Smile Pricing Explained 2014 Edition at Meripustak

Smile Pricing Explained 2014 Edition by P. Austing , Palgrave

Books from same Author: P. Austing

Books from same Publisher: Palgrave

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    • General Information  
    Author(s)P. Austing
    PublisherPalgrave
    ISBN9781137335715
    Pages221
    BindingPaperback
    LanguageEnglish
    Publish YearOctober 2014

    Description

    Palgrave Smile Pricing Explained 2014 Edition by 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.


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