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...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester :
Wiley
2021.
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| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009633552406719 |
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Publicado 2021
Biblioteca Universitat Ramon Llull (Otras Fuentes: Biblioteca Universidad de Navarra)
Libro electrónico
