SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance)

Implemented

by: Christian Crispoldi · Gérald Wigger · Peter Larkin

Hardcover

ISBN: 978-1-137-37863-7

ISBN-10: 1-137-37863-8

Palgrave Macmillan · 2015