SABR and SABR LIBOR market models in practice : with examples implemented in Python /: with examples implemented in Python. (2016)

• Record Type: Book
• Further Information: Note: Christian Crispoldi, Gérald Wigger, Peter Larkin.
• Authors: Crispoldi, Christian; Wigger, Gérald; (Data scientist), Larkin, Peter
• Publisher Details: London : Palgrave Macmillan
• Publication Date: 2016
• Copyright Date: 2015
• Extent: 1 online resource (216 pages)
• Subjects: 332.6323; Economics; Hedging (Finance) -- Mathematical models; Options (Finance) -- Prices -- Mathematical models; Derivative securities -- Accounting; LIBOR market model; Python (Computer program language); Business & Economics -- Banks & Banking; Business & Economics -- Finance; Science -- General; Banking; Finance; Educational: Sciences, general science; Management science; Econometrics; Banks and banking; Finance; Business & Economics -- Econometrics; Econometrics
• Languages: English
• ISBNs: 9781137378644
• Related ISBNs: 9781137378637
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.