The Volatility Smile: An Introduction for Students and Practitioners by Michael B. Miller, Emanuel Derman

The Volatility Smile: An Introduction for Students and Practitioners

Wiley Finance

Michael B. Miller, Emanuel Derman

528 pages missing pub info (editions)

nonfiction business economics mathematics challenging informative medium-paced
Powered by AI (Beta)
Loading...

Description

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 observe...

Read more

Community reviews

This book doesn't have any reviews or ratings yet!

If you've read it, mark it as 'read' and add a review to help others in the StoryGraph community figure out if it might be a book for them!

Content Warnings

This book doesn't have any content warnings yet!

If you're the author of this book and want to add author-approved content warnings, please email us at [email protected] to request the content warning form.