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Smile Pricing Explained by P. Austing

Smile Pricing Explained

2014th Edition

P. Austing, Peter Austing

Palgrave Macmillan · Print & ebook · August 29, 2014

OptionsFinancial Engineering
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Genres
Options, Financial Engineering
Published
Palgrave Macmillan, August 29, 2014

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About this book

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.

Where it sits

Financial Engineering80%
Options64%

Percentages are BookFrontier’s reading of the book.

Publisher categories

  • Finance
  • Economics
Authors
P. Austing, Peter Austing
Publisher
Palgrave Macmillan
Published
August 29, 2014
Format
Print & ebook
Reading lane
Finance