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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.

Bibliographic Details
Main Author: Austing, Peter. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2014.
Series:Financial Engineering Explained
Subjects:
Finance.
Business enterprises > Finance.
Management.
Investment banking.
Securities.
Capital market.
Financial engineering.
Economic theory.
Investments and Securities.
Financial Engineering.
Capital Markets.
Economic Theory/Quantitative Economics/Mathematical Methods.
Business Finance.
Online Access:View fulltext via EzAccess
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