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The Resource SABR and SABR LIBOR market models in practice : with examples implemented in Python, Christian Crispoldi, Gérald Wigger, Peter Larkin

SABR and SABR LIBOR market models in practice : with examples implemented in Python, Christian Crispoldi, Gérald Wigger, Peter Larkin

Label
SABR and SABR LIBOR market models in practice : with examples implemented in Python
Title
SABR and SABR LIBOR market models in practice
Title remainder
with examples implemented in Python
Statement of responsibility
Christian Crispoldi, Gérald Wigger, Peter Larkin
Creator
Contributor
Author
Subject
Language
eng
Member of
Cataloging source
BTCTA
http://library.link/vocab/creatorName
Crispoldi, Christian
Dewey number
332.6/323
Illustrations
illustrations
Index
index present
LC call number
HG6024.A3
LC item number
C75 2015
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1946-
http://library.link/vocab/relatedWorkOrContributorName
  • Wigger, Gérald
  • Larkin, Peter
Series statement
Applied quantitative finance series
http://library.link/vocab/subjectName
  • Interest rate futures
  • Interest rates
  • LIBOR Market Modell
  • Stochastische Volatilität
  • Derivat
  • Zins
  • Optionspreistheorie
  • Interest rate futures
  • Interest rates
Label
SABR and SABR LIBOR market models in practice : with examples implemented in Python, Christian Crispoldi, Gérald Wigger, Peter Larkin
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 210-213) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
909320943
Dimensions
25 cm
Extent
xxi, 216 pages
Isbn
9781137378637
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)909320943
Label
SABR and SABR LIBOR market models in practice : with examples implemented in Python, Christian Crispoldi, Gérald Wigger, Peter Larkin
Publication
Bibliography note
Includes bibliographical references (pages 210-213) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
909320943
Dimensions
25 cm
Extent
xxi, 216 pages
Isbn
9781137378637
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)909320943

Library Locations

    • Thomas Jefferson LibraryBorrow it
      1 University Blvd, St. Louis, MO, 63121, US
      38.710138 -90.311107
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