Peter Austing
Smile Pricing Explained (Financial Engineering Explained)
- ISBN 13:
- 9781137335715
- author:
- Peter Austing
- format:
- Paperback
- publisher:
- Palgrave Macmillan 2014 edition
- language:
- English
- Publication Year:
- 2014
- Pages:
- 236
- Dimensions:
- 15.5 x 1.4 x 23.5 cm
- Genre:
- Business, Finance & Law, Professional Finance, Investments & Securities, Peter Austing,Smile Pricing Explained (Financial Engineering Explained),Palgrave Macmillan,1137335718,Business enterprises-Finance,Capital market,Economic theory,Financial engin
- Condition:
- New
- Availability:
- Item usually sent within 5 working days
Description
Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. This book covers the key models used in practice, along with numerical techniques and calibration.
It is an essential resource for anyone looking to understand the principles behind smile pricing, including financial professionals and academics working in the fields of finance and economics.
Published by Palgrave Macmillan UK in 2014, this book offers a comprehensive guide to smile pricing that is both accessible and authoritative.