Modern SABR analytics : formulas and insights for quants, former physicists and mathematicians

著者

• Antonov, Alexandre
• Konikov, Michael
• Spector, Michael

書誌事項

Modern SABR analytics : formulas and insights for quants, former physicists and mathematicians

Alexandre Antonov, Michael Konikov, Michael Spector

（SpringerBriefs in quantitative finance）

Springer, c2019

• : pbk

注記

Includes bibliographical references

詳細情報

• NII書誌ID(NCID): BB28325046
• ISBN:
  • 9783030106553
• 出版国コード: sz
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cham
• ページ数/冊数: ix, 127 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG106
  • DC23 : 332.0151
• 件名:
  • LCSH : Finance -- Mathematical models
  • LCSH : Electronic books
• 親書誌ID:
  • BB12197694