Smile Pricing Explained
Başlık:
Smile Pricing Explained
ISBN:
9781137335722
Personal Author:
Edition:
1st ed. 2014.
Yayın Bilgileri:
London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2014.
Fiziksel Tanımlama:
XIV, 221 p. online resource.
Series:
Financial Engineering Explained
Abstract:
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.
Ek Kurum Yazarı:
Elektronik Erişim:
Full Text Available From Palgrave Economics & Finance 2014 Packages
Dil:
English