Alexandre Antonov – författare
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2 produkter
Modern SABR Analytics
Formulas and Insights for Quants, Former Physicists and Mathematicians
Av Alexandre Antonov, Michael Konikov m. fl.
Häftad, 2019
768 kr
Lägg i varukorg
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 model with additional degrees …
Modern SABR Analytics
Formulas and Insights for Quants, Former Physicists and Mathematicians
Av Michael Spector, Michael Konikov m. fl.
E-bok, 2019
978 kr
Lägg i varukorg
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 model with additional degrees …
