Isbn: 9783030106553 - modern sabr analytics: formulas and insights for quants, former physicists and mathematicians (14 risultati)

Condizione: New. In English.

PF. Condizione: New.

Condizione: New.

Condizione: New.

Paperback. Condizione: Brand New. 140 pages. 9.25x6.10x0.71 inches. In Stock.

Condizione: New.

Taschenbuch. Condizione: Neu. Modern SABR Analytics | Formulas and Insights for Quants, Former Physicists and Mathematicians | Alexandre Antonov (u. a.) | Taschenbuch | ix | Englisch | 2019 | Springer | EAN 9783030106553 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a negative rates environment, and shows how to generalize it to a similar model with additional degrees of freedom, allowing simultaneous model calibration to swaptions and CMSs.Since the SABR model is used on practically every trading floor to construct interest rate options volatility cubes in an arbitrage-free manner, a careful treatment of it is extremely important. The book will be of interest to experienced industry practitioners, as well as to students and professors in academia.Aimed mainly at financial industry practitioners (for example quants andformer physicists)this book will also be interesting to mathematicians who seek intuition in the mathematical finance.…

Condizione: new. Questo è un articolo print on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a negative rates environment, and shows how to generalize it to a similar model with additional degrees of freedom, allowing simultaneous model calibration to swaptions and CMSs.Since the SABR model is used on practically every trading floor to construct interest rate options volatility cubes in an arbitrage-free manner, a careful treatment of it is extremely important. The book will be of interest to experienced industry practitioners, as well as to students and professors in academia.Aimed mainly at financial industry practitioners (for example quants andformer physicists)this book will also be interesting to mathematicians who seek intuition in the mathematical finance. 140 pp. Englisch.…

Condizione: New. Print on Demand.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Unifies scattered modern SABR analytics in the same textIntuitive but still rigorous explanation of complicated probabilistic concepts&nbsp&nbspNumerous numerical results for both analytics and simulations which can serve as benchmarks.…

Condizione: New. PRINT ON DEMAND.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a negative rates environment, and shows how to generalize it to a similar model with additional degrees of freedom, allowing simultaneous model calibration to swaptions and CMSs.Since the SABR model is used on practically every trading floor to construct interest rate options volatility cubes in an arbitrage-free manner, a careful treatment of it is extremely important. The book will be of interest to experienced industry practitioners, as well as to students and professors in academia.Aimed mainly at financial industry practitioners (for example quants and former physicists) this book will also be interesting to mathematicians who seek intuition in the mathematical finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 140 pp. Englisch.…