Perturbation methods in credit derivatives : strategies for efficient risk management /

"Perturbation methods are currently seeing a surge of popularity, with Pat Hagan and collaborators generalising and extending their SABR approach to European option pricing (See for example Wilmott magazine, Managing Vol Surfaces, P. Hagan et al, 23 January 2018) and their methods being extende...

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Bibliographic Details

Main Author:	Turfus, Colin (Author)
Format:	eBook
Language:	English
Published:	Chichester, West Sussex, United Kingdom : John Wiley & Sons, Ltd., 2021.
Series:	Wiley finance series.
Subjects:	Credit derivatives. Financial risk management. Electronic books.
Online Access:	Connect to the full text of this electronic book