Автор: Emanuel Derman
Название: The Volatility Smile
Категория: Бизнес-Книги/Зарубежная деловая литература
Издательство: John Wiley & Sons Limited (USD)
ISBN: John Wiley & Sons Limited (USD)
Тип: book
Описание: The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavi
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