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Smile Pricing Explained
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.
235 pages, Paperback
First published January 1, 2014
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May 8, 2020
Very clearly and understandably written, providing just the right amount of maths/equations to the reader to convey the main message without overloading him and giving intuitive explanations to all of it. Might actually come back to this one in the future and re-read certain sections to reaffirm knowledge.
Displaying 1 of 1 review