SABR and SABR LIBOR market models in practice : with examples Implemented in Python /

Bibliographic Details
Main Authors:	Crispoldi, Christian (Author), Wigger, Gérald (Author), Larkin, Peter (Author)
Corporate Author:	ebrary, Inc
Format:	eBook
Language:	English
Published:	Basingstoke, Hampshire [UK] ; New York : Palgrave Macmillan, [2015]
Series:	Applied quantitative finance.
Subjects:	Interest rate futures > Mathematical models. Interest rates > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

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