Financial Engineering Explained

Austing, P.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2014-08-29

Format: Paperback

ISBN-13: 9781137335715

DOI: 10.1057/9781137335722

Dimensions: 235cm x155cm

Pages: 221