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.

• • Author: P. Austing
• • Publisher: Palgrave Macmillan
• • Publication Date: Aug 29, 2014
• • Number of Pages: 235 pages
• • Language: English
• • Binding: Paperback
• • ISBN-10: 1137335718
• • ISBN-13: 9781137335715