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Smile Pricing Explained (Paperback): P. Austing Smile Pricing Explained (Paperback)
P. Austing
R1,563 Discovery Miles 15 630
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This book provides a clear but thorough explanation of the concepts of smile modeling that are at the forefront of modern derivatives pricing theory. Furthermore, it is unique in containing modern approaches to multi-asset on-smile modelling and will be an invaluable reference for practitioners in banks and other financial institutions.

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