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Smile Pricing Explained

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Cover of 'Smile Pricing Explained'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction to Derivatives
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    Chapter 2 Stochastic Calculus
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    Chapter 3 Martingale Pricing
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    Chapter 4 Dynamic Hedging and Replication
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    Chapter 5 Exotic Options in Black—Scholes
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    Chapter 6 Smile Models
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    Chapter 7 Stochastic Volatility
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    Chapter 8 Numerical Techniques
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    Chapter 9 Local Stochastic Volatility
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    Chapter 10 Volatility Products
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    Chapter 11 Multi-Asset
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    Chapter 12 Afterword
Attention for Chapter 3: Martingale Pricing
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