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Smile Pricing Explained
part of the Financial Engineering Explained series
- Binding:
- Paperback
- Pages:
- 221
- Published:
- August 28, 2014
- Dimensions:
- 157x233x13 mm.
- Weight:
- 378 g.
Delivery:
1-2 weeks
Expected delivery: January 12, 2025
Description of Smile Pricing Explained
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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