Smile Pricing Explained - Peter Austing
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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.
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Aprašymas
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.
Daugiau informacijos
| Autorius | Peter Austing |
|---|---|
| Leidėjas | Palgrave MacMillan UK |
| Išleidimo metai | 2014 |
| Viršelio tipas | Minkšti viršeliai |
| EAN | 9781137335715 |