The volatility smile

The volatility smile

by Derman, Emanuel

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Title Statements

  • Full title :The volatility smile / Emanuel Derman, Michael B. Miller with contributions by David Park.

Edition Statements

  • Publication Date:©2016

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Hoboken, NJ, USA
  • Language:eng
  • Publication Date:©2016

The Physical Object

  • Description:1 Online-Ressource (xv, 512 Seiten)

Edition Identifiers

  • ISBN:1119289254, 9781119289258, 1118959175, 9781118959176, 9781118959183, 1118959183
  • DOI:10.1002/9781119289258
  • oclc:ocn962107751
  • LC Classification:HG106
  • Dewey Decimal:332.63228301

Subjects

Finance -- mathematical models Finances -- Modèles mathématiques Securities / Valuation

Writers

Derman, Emanuel Miller, Michael B. Park, David

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