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Smile Pricing Explained

Häftad, Engelska, 2014

Smile Pricing Explained

Av P. Austing

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Beskrivning
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.
Produktinformation
  • Utgivningsdatum: 2014-08-29
  • Mått: 155 x 235 x 18 mm
  • Vikt: 386 g
  • Format: Häftad
  • Språk: Engelska
  • Antal sidor: 221
  • Förlag: Palgrave Macmillan
  • Serie: Financial Engineering Explained
  • ISBN: 9781137335715
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