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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives. Riccardo Rebonato, Kenneth McKay and Richard White ...
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SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance)
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2. 2 The Data. Preliminary Analysis No-arbitrage dynamics for the SABR Libor Market model The reference dynamics for Rates and Volatility .
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SABR and SABR LIBOR Market Models Hardcover. Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However...
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von C Crispoldi · Zitiert von: 7 — A joint SABR LIBOR Market Model is the natural evolution towards a consistent pricing of vanilla and exotic products. Knowledge of these models is essential to ...
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Importante: Este libro es importado y podría tener una demora de 30 días. Titulo: SABR and SABR LIBOR Market Models in Practice : With Examples Implemented ...
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SABR and SABR LIBOR Market Models in Practice "With Examples Implemented in Python" ; ISBN: ; Editorial: Palgrave ; Fecha de la edición: 2015
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SABR and SABR LIBOR market models in practice : with examples implemented in Python, Christian Crispoldi, Gérald Wigger, Peter Larkin. Resource Information.
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von J Xiong · · Zitiert von: 2 — Extension of SABR Libor Market Model to handle negative interest rates[J]. Quantitative Finance and Economics, 2020, 4(1): doi: QFE
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SABR and SABR LIBOR Market Models in Practice. Palgrave MacMillan, [3] Hagan, P. and A. Lesniewski. LIBOR market Model with SABR Style Volatility.
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