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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...
This is an edited volume based on expanded versions of the best 30 papers presented at ETWC 2016 in Bali. Included are contributions from the keynote speakers of ETWC 2016: Robert Branch, Tian Belawati, Steve Harmon, Johannes Cronjé, Marc Childress, Mike Spector,...
Les livres numériques peuvent être téléchargés depuis l'ebookstore Numilog ou directement depuis une tablette ou smartphone.
PDF : format reprenant la maquette originale du livre ; lecture recommandée sur ordinateur et tablette EPUB : format de texte repositionnable ; lecture sur tous supports (ordinateur, tablette, smartphone, liseuse)
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