Capa do artigo Sabr And Sabr Libor Market Models In Practice
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Sabr And Sabr Libor Market Models In Practice eBook

With Examples Implemented In Python

by Peter Larkin, Gerald Wigger e Christian Crispoldi
language: english
Publisher: Palgrave Macmillan UK, April of 2016 ‧
105,34€
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A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market model.

Sabr And Sabr Libor Market Models In Practice

With Examples Implemented In Python

by Peter Larkin, Gerald Wigger e Christian Crispoldi

Property Description
ISBN: 9781137378644
Publisher: Palgrave Macmillan UK
Release Date: April of 2016
Language: English
Format: eBook
File Format and Compatibility:
Collection: Applied Quantitative Finance
Categories: eBooks in English > Economics, Finance and Accounting > Economy
eBooks in English > Economics, Finance and Accounting > Finances
eBooks in English > Dictionaries and Encyclopedias > Encyclopedias
EAN: 9781137378644
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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