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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
In Smile Pricing Explained, Peter Austing draws on a decade of experience building the mathematical models for derivatives trading at major investment banks, most recently Barclays Capital where he was a Director in Quantitative Analytics.
Before moving to finance, Dr Austing held research positions in theoretical physics studying candidate theories of quantum gravity. It was at Oxford University, while teaching mathematics at St John's College, that he developed his love for teaching and accessible style.
A seasoned quantitative practitioner, and regular conference speaker, Peter Austing is best known for his work on multi-asset derivative pricing with correlation smile. He is currently engaged in research at Imperial College, London.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: HPB-Red, Dallas, TX, U.S.A.
Paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_485265224
Quantità: 1 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 21073456-n
Quantità: Più di 20 disponibili
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Paperback. Condizione: New. 2014th. 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. Codice articolo LU-9781137335715
Quantità: Più di 20 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition. Codice articolo 21073456
Quantità: Più di 20 disponibili
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR009784663
Quantità: 1 disponibili
Da: Anybook.com, Lincoln, Regno Unito
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9781137335715. Codice articolo 3719525
Quantità: 1 disponibili
Da: Chiron Media, Wallingford, Regno Unito
PF. Condizione: New. Codice articolo 6666-IUK-9781137335715
Quantità: 10 disponibili
Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In English. Codice articolo ria9781137335715_new
Quantità: Più di 20 disponibili
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Condizione: New. Codice articolo 21073456-n
Quantità: Più di 20 disponibili
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 221 pp. Englisch. Codice articolo 9781137335715
Quantità: 2 disponibili