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Smile Pricing Explained
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Smile Pricing 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.
Forfatter
P. Austing
ISBN
9781137335715
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
29.8.2014
Antall sider
221