Smile Pricing Explained
Synopsis
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.
- प्रतिलिपि अधिकार:
- 2014 Springer
Book Details
- Book Quality:
- ISBN-13:
- 9781137335739
- Publisher:
- Palgrave Macmillan
- Date of Addition:
- 2017-03-24T20:52:52Z
- भाषा:
- English
- Categories:
- Usage Restrictions:
- This is a copyrighted book.