
Modern SABR Analytics
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.
- Undertittel
- Formulas and Insights for Quants, Former Physicists and Mathematicians
- Forfatter
- Alexandre Antonov, Michael Konikov, Michael Spector
- Opplag
- 2019 ed.
- ISBN
- 9783030106553
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 2.5.2019
- Antall sider
- 127
