[Download pdf] Smile Pricing Explained (Financial Engineering Explained)






 | #1414816 in eBooks |  2014-08-29 |  2014-08-29 | File Name: B00O2AC5A2


||0 of 2 people found the following review helpful.| purely awesome|By Daniel|It's a very good book, clearly explained the option pricing from the very basic to very modern tools and model. I feel so lucky I have spent my 30$ on this.|3 of 10 people found the following review helpful.| The font is way to small to be read comfortably. I could not read the book.|By Ordinary guy|Th| ||'This appealing little book is skillfully written by Dr. Peter Austing, a well-known authority on options pricing. It is easy to understand and covers a lot of ground on theory and practice of smile pricing. It will be helpful to both seasoned and aspiring q

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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