Tallenna
Modern SABR Analytics
Kirjailija:
nidottu, 2019
englanti
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
- Alaotsikko
- Formulas and Insights for Quants, Former Physicists and Mathematicians
- Kirjailija
- Alexandre Antonov, Michael Konikov, Michael Spector
- Painos
- 2019 ed.
- ISBN
- 9783030106553
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 2.5.2019
- Kustantaja
- Springer Nature Switzerland AG
- Sivumäärä
- 127
