(Library ebook) Smile Pricing Explained (Financial Engineering Explained)






#738552 in eBooks 2014-08-29 2014-08-29File Name: B00O2AC5A2

0 of 2 people found the following review helpful. purely awesomeBy DanielIt'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.5 of 6 people found the following review helpful. Must Have !!By LEONARDO CABRALThis book is a must read for anyone working with derivatives, especially in FX. Peter's experience in models implementation combined with his great knowledge makes this book a great resource'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 quants, as well as other financial practiSmile 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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