Austing, Peter,

Smile pricing explained / by Peter Austing. - 1 online resource (240 pages). - Financial Engineering 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.

9781137335722


Derivative securities.
Interest rates.
Banks and banking.