Smile Pricing Explained

Smile Pricing Explained PDF Author: P. Austing
Publisher: Springer
ISBN: 1137335726
Category : Business & Economics
Languages : en
Pages : 235

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Book Description
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.