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SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python - Applied Quantitative Finance Christian Crispoldi 1st ed. 2015 edition
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SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python - Applied Quantitative Finance
Christian Crispoldi
Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the most commonly used model for exotic products and the extended SABR LIBOR Market Model.
240 pages, 54 figures, 49 black & white tables
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2015. gada 29. septembris |
| ISBN13 | 9781137378637 |
| Izdevēji | Palgrave Macmillan |
| Lapas | 216 |
| Izmēri | 241 × 167 × 23 mm · 521 g |
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