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SABR and SABR LIBOR Market Models in Practice

SABR and SABR LIBOR Market Models in Practice With Examples Implemented in Python

Paperback (03 Jun 2017)

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Publisher's Synopsis

SABR and SABR LIBOR Market Models in Practice

Book information

ISBN: 9781349571765
Publisher: Springer Nature B.V.
Imprint: Springer Nature B.V.
Pub date:
Number of pages: 240
Weight: 343g
Height: 234mm
Width: 156mm