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Smile Pricing Explained

Smile Pricing Explained

P. Austing

Format: Print Book

ISBN: 9781137335715

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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.

Publication Year: 2014
Imprint: Palgrave Macmillan UK
Format: P
Weight (Gram): 3635





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