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Smile Pricing Explained
Título:
Smile Pricing Explained
ISBN:
9781137335722
Autor personal:
Edición:
1st ed. 2014.
PRODUCTION_INFO:
London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2014.
Descripción física:
XIV, 221 p. online resource.
Serie:
Financial Engineering Explained
Síntesis:
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.
Autor corporativo añadido:
Idioma:
Inglés