Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians - SpringerBriefs in Quantitative Finance - Alexandre Antonov - Books - Springer Nature Switzerland AG - 9783030106553 - May 2, 2019
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Alexandre Antonov
Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians - SpringerBriefs in Quantitative Finance 2019 edition

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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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