书目名称 | Smile Pricing Explained |
编辑 | Peter Austing |
视频video | |
概述 | This is a comprehensive but succinct guide to modern financial modelling, providing full coverage with all the necessary depth, but without getting caught up in unnecessary detail – ideal for the busy |
丛书名称 | Financial Engineering Explained |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2014 |
关键词 | Volatility smile; Implied volatility; local volatility model; Stochastic volatility model; Derivatives p |
版次 | 1 |
doi | https://doi.org/10.1057/9781137335722 |
isbn_softcover | 978-1-137-33571-5 |
isbn_ebook | 978-1-137-33572-2 |
copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2014 |