Smile Pricing Explained (Financial Engineering Explained)
Product Description
Smile Pricing Explained (Financial Engineering 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.
Technical Specifications
You might also like
Adaptive Markets: Financial Evolution at the Speed of Thought
The Greeks and Hedging Explained (Financial Engineering Explained)
The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets
Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained)
More Money Than God: Hedge Funds and the Making of a New Elite
Practical Methods of Financial Engineering and Risk Management: Tools for Modern Financial Professionals
Advanced Equity Derivatives: Volatility and Correlation (Wiley Finance)
The Volatility Smile (Wiley Finance)