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Cover of SABR and SABR LIBOR Market Models in Practice

SABR and SABR LIBOR Market Models in Practice

With Examples Implemented in Python

by Christian Crispoldi, Gerald Wigger, Peter Larkin

Palgrave Macmillan · 2015 · Hardcover

₹7,589

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About this book

Topics covered include Hedging (finance), Options (finance), Python (computer program language) and Interest rate futures.

Book details

ISBN-13
9781137378637
ISBN-10
1137378638
Authors
Christian Crispoldi, Gerald Wigger, Peter Larkin
Publisher
Palgrave Macmillan
Published
2015
Edition
1st ed. 2015
Binding
Hardcover
Pages
216
Language
English
Condition
New
Subject
Options