Smile Pricing Explained e-bog
135,33 DKK
(inkl. moms 169,16 DKK)
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.
E-bog
135,33 DKK
Forlag
Palgrave Macmillan
Udgivet
29 august 2014
Genrer
Economic theory and philosophy
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9781137335722
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.