Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathem... (Bog, Paperback / softback, Engelsk)
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Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians

(Bog, Paperback / softback, Engelsk)
Forfattere: Alexandre Antonov, Michael Konikov, Michael Spector
Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians
Forlag: Springer Nature Switzerland AG

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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.

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Alle detaljer

Forlag Springer Nature Switzerland AG
Forfattere Alexandre Antonov, Michael Konikov, Michael Spector
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2019 ed.
Udgivelsesdato 02-05-2019
Første udgivelsesår 2019
Serie SpringerBriefs in Quantitative Finance
Illustrationer 14 Illustrations, color; 1 Illustrations, black and white; IX, 127 p. 15 illus., 14 illus. in color.
Originalsprog Switzerland
Sideantal 127
Indbinding Paperback / softback
Forlag Springer Nature Switzerland AG
Sideoplysninger 127 pages, 14 Illustrations, color; 1 Illustrations, black and white; IX, 127 p. 15 illus., 14 illus
Mål 235 x 155
ISBN-13 / EAN-13 9783030106553