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Crispoldi, Christian Larkin, Peter Wigger, Gérald
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دانلود کتاب SABR and SABR LIBOR market models in practice : with examples Implemented in Python
by Crispoldi, Christian, Larkin, Peter, Wigger, Gérald|
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عنوان فارسی: صبر و صبر LIBOR مدل های بازار در عمل : با نمونه های اجرا شده در پایتون |
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جزییات کتاب
"SABR and SABR Libor Market Models in Practice is an accessible guide to modern interest rate modelling. 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. The book takes a hands-on approach, demonstrating simply how to implement and work with these models in a market setting. It bridges the gap between the understanding of the models from a conceptual and mathematical perspective and the actual implementation by supplementing the interest rate theory with modelling specific, practical code examples written in Python."-- Read more...
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SABR and SABR LIBOR Market Models in Practice: With Examples Implement...
Christian Crispoldi, Gérald Wigger, Peter Larkin, 2016 
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