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Modern Sabr Analytics

Formulas And Insights For Quants, Former Physicists And Mathematicians

by Alexandre Antonov, Michael Spector e Michael Konikov
language: english
Publisher: Springer Nature Switzerland AG, May of 2019 ‧
60,82€
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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.

Modern Sabr Analytics

Formulas And Insights For Quants, Former Physicists And Mathematicians

by Alexandre Antonov, Michael Spector e Michael Konikov

Property Description
ISBN: 9783030106553
Publisher: Springer Nature Switzerland AG
Release Date: May of 2019
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 127
Format: Book
Collection: Springerbriefs In Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9783030106553

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