Modern SABR Analytics
Alexandre Antonov, Michael Konikov, Michael Spector
Springer Nature Switzerland AG, 2019
85,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783030106553
- ISBN-10
- 3030106551
- Publisher
- Springer Nature Switzerland AG
- Year
- 2019
- Publication date
- 2019-05-02
- Pages
- 127
- Dimensions
- 235x155x