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SABR and SABR LIBOR Market Models in Practice
A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market model.
1 060,00 DH
En stock
A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market model.
| ISBN / EAN | 9781137378637 |
|---|---|
| Auteur | Crispoldi, Christian |
| Editeur | Palgrave Macmillan |