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1 produkt
1 produkt
Modern SABR Analytics
Formulas and Insights for Quants, Former Physicists and Mathematicians
Häftad, Engelska, 2019
747 kr
Skickas inom 10-15 vardagar
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.