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Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians - SpringerBriefs in Quantitative Finance Alexandre Antonov 2019 edition
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Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians - SpringerBriefs in Quantitative Finance
Alexandre Antonov
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.
127 pages, 14 Illustrations, color; IX, 127 p. 14 illus. in color.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | May 2, 2019 |
| ISBN13 | 9783030106553 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 127 |
| Dimensions | 150 × 220 × 10 mm · 454 g |
| Language | German |
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