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Modern Sabr Analytics
Formulas And Insights For Quants, Former Physicists And Mathematicians
idioma: inglês
Editor:
Springer Nature Switzerland AG, maio de 2019 ‧
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60,82€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783030106553 |
| Editor: | Springer Nature Switzerland AG |
| Data de Lançamento: | maio de 2019 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 127 |
| Tipo de produto: | Livro |
| Coleção: | Springerbriefs In Quantitative Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
|
| EAN: | 9783030106553 |
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