Applied Quantitative Finance

SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python by Gérald Wigger, Christian Crispoldi, Peter Larkin

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

Applied Quantitative Finance

Gérald Wigger, Christian Crispoldi, Peter Larkin

216 pages • hardcover

nonfiction business economics