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Perturbation methods in credit derivatives : strategies for efficient risk management /
"Perturbation methods are currently seeing a surge of popularity, with Pat Hagan and collaborators generalising and extending their SABR approach to European option pricing (See for example Wilmott magazine, Managing Vol Surfaces, P. Hagan et al, 23 January 2018) and their methods being extende...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons, Ltd.,
2021.
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| Collection: | Wiley finance series.
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| Sujets: | |
| Accès en ligne: | Texto completo (Requiere registro previo con correo institucional) |