Ebooks d'Alexandre Antonov en PDF et EPUB

1 Livre(s)
Télécharger le livre : Modern SABR Analytics
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Modern SABR Analytics
Alexandre Antonov , Michael Konikov , Michael Spector
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. It extends SABR to a negative rates environment, and shows how to generalize it to a similar...

Editeur : Springer
Parution : 2019-04-23
Collection : SpringerBriefs in Quantitative Finance
PDF, ePub

73,84 €