Smile Pricing Explained (e-bog) af Austing, P.
Austing, P. (forfatter)

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
Forfattere Austing, P. (forfatter)
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.