Pastāsti draugiem par šo preci:
Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians - SpringerBriefs in Quantitative Finance Alexandre Antonov 2019 edition
Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians - SpringerBriefs in Quantitative Finance
Alexandre Antonov
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.
127 pages, 14 Illustrations, color; IX, 127 p. 14 illus. in color.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2019. gada 2. maijs |
| ISBN13 | 9783030106553 |
| Izdevēji | Springer Nature Switzerland AG |
| Lapas | 127 |
| Izmēri | 150 × 220 × 10 mm · 454 g |
| Valoda | Vācu |