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Smile Pricing Explained (Financial Engineering Explained)

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Smile Pricing Explained (Financial Engineering Explained)

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.
Country USA
Brand MACMILLAN
Manufacturer Palgrave Macmillan
Binding Paperback
ItemPartNumber 9781137335715
ReleaseDate 2014-08-29
UnitCount 1
EANs 9781137335715

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