The Volatility Smile (Wiley Finance)
by Michael B. Miller, Emanuel Derman
Explores volatility modeling and the volatility smile in options markets, offering foundational insights for finance professionals and students.
About This Book
The Volatility Smile examines key concepts in quantitative finance related to volatility modeling.
Authored by Michael B. Miller and Emanuel Derman, the book addresses the volatility smile phenomenon observed in options markets.
It provides readers with foundational knowledge on pricing models and market behavior.
The text is part of the Wiley Finance series and targets finance professionals and students.
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