SABR and SABR LIBOR market models in practice : with examples implemented in Python
Chriatian Crispoldi; Gérald Wgger; Peter Larkin
| Year of publication: |
2015
|
|---|---|
| Authors: | Crispoldi, Christian ; Wigger, Gérald ; Larkin, Peter |
| Publisher: |
Basingstoke, Hampshire [u.a.] : Palgrave Macmillan |
| Subject: | Zinsstruktur | Yield curve | Stochastische Volatilität | Stochastic volatility | Derivat | Derivative | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Derivat <Wertpapier> | Preisbildung | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXI, 216 S. graph. Darst. cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-137-37863-7 ; 1-137-37863-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011374239