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Smile Pricing Explained

Smile Pricing Explained

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781137335715
Condition
New
Product Description

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.

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