SABR and SABR LIBOR market models in practice : with examples Implemented in Python
- Author
- Crispoldi, ChristianLarkin, PeterWigger, Gérald
- Publisher
- Palgrave Macmillan
- Language
- English
- Year
- 2015
- ISBN
- 9781137378644,1137378646
- File Type
- pdf
- File Size
- 1.8 MiB
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