2014
Paperback (29 Aug 2014)
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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.
| ISBN: | 9781137335715 |
| Publisher: | Palgrave Macmillan UK |
| Imprint: | Palgrave Macmillan |
| Pub date: | 29 Aug 2014 |
| Edition: | 2014 |
| DEWEY: | 332.6457011 |
| DEWEY edition: | 23 |
| Language: | English |
| Number of pages: | xiv, 221 |
| Weight: | 378g |
| Height: | 233mm |
| Width: | 157mm |
| Spine width: | 13mm |
