Smile Pricing 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
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| Format: | eBook |
| Language: | English |
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London
Palgrave Macmillan UK
2014, 2014
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| Series: | Financial Engineering Explained
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | XIV, 221 p online resource |
| ISBN: | 9781137335722 |