Name: SABR and SABR LIBOR Market Models in Practice
Price: 1008.95 DKK
Availability: InStock
Author: Peter Larkin
ISBN: 9781137378637

SABR and SABR LIBOR Market Models in Practice af Peter Larkin

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Hardback
8-11 hverdage
1.008,95 kr.

Bag om SABR and SABR LIBOR Market Models in Practice

Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the most commonly used model for exotic products and the extended SABR LIBOR Market Model.

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Sprog:
Engelsk

ISBN:
9781137378637

Forlag:
Palgrave MacMillan

Indbinding:
Hardback

Sideantal:
216

Udgivet:
29. september 2015

Udgave:
12015

Størrelse:
167x241x23 mm.

Vægt:
522 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 29. november 2024

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Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the most commonly used model for exotic products and the extended SABR LIBOR Market Model.

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