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Smile Pricing Explained - Financial Engineering Explained P. Austing
Smile Pricing Explained - Financial Engineering Explained
P. Austing
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.
240 pages, 10 figures, 3 black & white tables
| 介质类型 | 图书 Paperback Book (平装胶订图书) |
| 已发行 | 2014年8月29日 |
| ISBN13 | 9781137335715 |
| 出版商 | Palgrave Macmillan |
| 页数 | 221 |
| 商品尺寸 | 157 × 233 × 13 mm · 385 g |
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