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Modern SABR Analytics

By: Alexandre Antonov (Author) , Michael Konikov (Author) , Michael Spector (Author)

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Ksh 11,900.00

Format: Paperback or Softback

ISBN-13: 9783030106553

Publisher: Springer Nature Switzerland AG

Publication Date: May 2nd, 2019

Dimension: 23.50 x 15.50 x 45.40 cms

Category: FINANCE & ACCOUNTING

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Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.

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