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Cover image for book Smile Pricing Explained

Smile Pricing Explained

By:P. Austing
Publisher:Springer Nature
Print ISBN:9781137335715
eText ISBN:9781137335722
Edition:0
Copyright:2014
Format:Reflowable

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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.