The Volatility Smile: An Introduction for Students and Practitioners

by Emanuel Derman and Michael B. Miller

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1118959167
• ISBN13: 9781118959169
• Release Date: September 2016
• Publisher: Wiley
• Length: 528 Pages
• Weight: 1.55 lbs.
• Dimensions: 1.7" x 6.1" x 9.1"