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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
Description
Item Description:Electronic resource.
Physical Description:1 online resource.
Bibliography:Includes bibliographical references and index.
ISBN:9781137378644 (electronic bk.)
1137378646 (electronic bk.)