Smile Pricing Explained (Paperback or Softback)

Austing, P.

ISBN 10: 1137335718 / ISBN 13: 9781137335715

Verlag: Palgrave MacMillan 8/29/2014, 2014

Smile Pricing Explained. Bestandsnummer des Verkäufers BBS-9781137335715

Inhaltsangabe:

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.

Über die Autorin bzw. den Autor: 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.

Bibliografische Details

Titel: Smile Pricing Explained (Paperback or ...
Verlag: Palgrave MacMillan 8/29/2014
Erscheinungsdatum: 2014
Einband: Paperback or Softback
Zustand: New
Art des Buches: Book