Smile pricing explained / by Peter Austing.

By:

Austing, Peter [author.]

Contributor(s):

SpringerLink (Online service)

Series: Financial Engineering ExplainedPublisher: London : Palgrave Macmillan UK, 2014Description: 1 online resource (240 pages)Content type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781137335722

Subject(s):

Online resources:

Click here to access online

In: Springer eBooks In: Palgrave connect e-booksSummary: 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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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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by Negeri Sembilan.

Smile pricing explained / by Peter Austing.

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