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Sökt på: Böcker av Gerald Wigger
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SABR and SABR LIBOR Market Models in Practice
E-bok,
2016,
Engelska,
ISBN 9781137378644
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to …
SABR and SABR LIBOR Market Models in Practice
inbunden,
2015,
Engelska,
ISBN 9781137378637
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to …