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Sabr And Sabr Libor Market Models In Practice: With Examples Implemented In Python Hardcover
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Sabr And Sabr Libor Market Models In Practice: With Examples Implemented In Python Hardcover

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Sabr And Sabr Libor Market Models In Practice: With Examples Implemented In Python Hardcover
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Sabr And Sabr Libor Market Models In Practice: With Examples Implemented In Python Hardcover
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Sabr And Sabr Libor Market Models In Practice: With Examples Implemented In Python Hardcover
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Sabr And Sabr Libor Market Models In Practice: With Examples Implemented In Python Hardcover
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Specifications
Author 1
Christian Crispoldi
Book Description
Rather than covering an array of models which are seldom used in practice it focuses on the SABR model the market standard for vanilla products the LIBOR Market Model the most commonly used model for exotic products and the extended SABR LIBOR Market Model.
ISBN-10
1137378638
Language
English
Publisher
Palgrave MacMillan
Publication Date
2015
Number of Pages
216