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Smile Pricing Explained

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Smile Pricing Explained

Smile Pricing Explained
Author :
Publisher : Springer
Total Pages : 235
Release :
ISBN-10 : 9781137335722
ISBN-13 : 1137335726
Rating : 4/5 (726 Downloads)
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Book Synopsis Smile Pricing Explained by : P. Austing

Download or read book Smile Pricing Explained written by P. Austing and published by Springer. This book was released on 2014-08-29 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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