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Austing, Peter

Smile Pricing Explained

Austing, Peter - Smile Pricing Explained, ebook

48,35€

Ebook, PDF with Adobe DRM
ISBN: 9781137335722
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Table of contents

1. Introduction to Derivatives
Peter Austing

2. Stochastic Calculus
Peter Austing

3. Martingale Pricing
Peter Austing

4. Dynamic Hedging and Replication
Peter Austing

5. Exotic Options in Black—Scholes
Peter Austing

6. Smile Models
Peter Austing

7. Stochastic Volatility
Peter Austing

8. Numerical Techniques
Peter Austing

9. Local Stochastic Volatility
Peter Austing

10. Volatility Products
Peter Austing

11. Multi-Asset
Peter Austing

12. Afterword
Peter Austing

Keywords: Finance, Investments and Securities, Financial Engineering, Capital Markets, Economic Theory/Quantitative Economics/Mathematical Methods, Business Finance, Management

Author(s)
Publisher
Springer
Publication year
2014
Language
en
Edition
1
Series
Financial Engineering Explained
Page amount
235 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137335722
Printed ISBN
978-1-137-33571-5

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