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  • - With Examples Implemented in Python
    af Peter Larkin, Christian Crispoldi & Gérald Wigger
    984,95 kr.

    Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the most commonly used model for exotic products and the extended SABR LIBOR Market Model.