Smile Pricing Explained
| Author | : P. Austing |
| Publisher | : Springer |
| Total Pages | : 293 |
| Release | : 2014-08-29 |
| ISBN-10 | : 9781137335722 |
| ISBN-13 | : 1137335726 |
| Rating | : 4/5 (22 Downloads) |
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 293 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.
