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Modern Sabr Analytics
Formulas And Insights For Quants, Former Physicists And Mathematicians
language: english
Publisher:
Springer Nature Switzerland AG, May of 2019 ‧
see product details
60,82€
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SYNOPSIS
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.
DETAILS
| 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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