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Smile Pricing Explained

Smile Pricing Explained

Paperback

Series: Financial Engineering Explained

EconomicsInvesting & Finance

ISBN10: 1137335718
ISBN13: 9781137335715
Publisher: Springer Nature
Published: Aug 29 2014
Pages: 221
Weight: 0.85
Height: 0.70 Width: 6.00 Depth: 9.10
Language: English
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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