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