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Crispoldi, Christian

Libros de: Crispoldi, Christian

Mostrando 1 libros encontrados. (1 páginas).

  • SABR and SABR LIBOR Market Models in Practice "With Examples Implemented in Python"

    SABR and SABR LIBOR Market Models in Practice "With Examples Implemented in Python"

    Crispoldi, Christian Larkin, Peter Wigger, Gérald

    Palgrave (2015)

    valoración

    • EAN: 9781137378637
    • Páginas: 240
    • Fecha de edición: 2015

    pvp.94,35 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers from a severe limitation: its inability to value exotic products. A term structure ...