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 andthe extended SABR LIBOR Market Model.
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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 andthe extended SABR LIBOR Market Model.
Read Less
Add this copy of SABR and SABR LIBOR Market Models in Practice: With to cart. $102.93, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2015 by Palgrave Macmillan.
Add this copy of Sabr and Sabr Libor Market Models in Practice: With to cart. $151.87, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2015 by Palgrave Macmillan.
Add this copy of Sabr and Sabr Libor Market Models in Practice: With to cart. $194.19, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2015 by Palgrave Macmillan.
