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 numeric...

Buy Now From Amazon

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.

Similar Products

The Greeks and Hedging Explained (Financial Engineering Explained)Foreign Exchange Option Pricing: A Practitioner's GuideInterest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained)The Volatility Surface: A Practitioner's GuideFX Options and Structured Products (The Wiley Finance Series)