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Modern SABR Analytics
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Modern SABR Analytics

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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.

Undertitel
Formulas and Insights for Quants, Former Physicists and Mathematicians
Upplaga
2019 ed.
ISBN
9783030106553
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2019-05-02
Sidor
127