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Böcker av Alexandre Antonov

Sökningen gav 2 träffar.

  1. Modern SABR Analytics

    av Alexandre Antonov, Michael Konikov, Michael Spector

    Häftad, Engelska, 2019-05-02
    599
    Köp
    Skickas inom 3-6 vardagar.
    Modern SABR Analytics

    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 gene...

    Läs mer »

  2. Modern SABR Analytics E-bok

    av Alexandre Antonov, Michael Konikov, Michael Spector

    E-bok, Engelska, 2019-04-23
    599
    Ladda ned
    Laddas ned direkt
    Modern SABR Analytics

    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 gene...

    Läs mer »