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.

Edition Statements

  • Publication Date:2016

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Hoboken, New Jersey
  • Language:eng
  • Publication Date:2016

The Physical Object

  • Description:xv, 512 Seiten : Diagramme

Edition Identifiers

  • ISBN:9781118959169, 1118959167
  • oclc:on1075015767
  • Dewey Decimal:650

Subjects

Black-Scholes-Modell Finanzmathematik

Writers

Derman, Emanuel Miller, Michael B.

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