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Smile Pricing Explained

57,20 €

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.

Författare
P. Austing
ISBN
9781137335715
Språk
engelska
Vikt
281 gram
Utgivningsdatum
29.8.2014
Sidor
221