Perturbation methods in credit derivatives : strategies for efficient risk management / Colin Turfus.
"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...
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Full Text (via O'Reilly/Safari) |
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| Format: | eBook |
| Language: | English |
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Chichester, West Sussex, United Kingdom :
John Wiley & Sons, Ltd.,
2021.
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| Series: | Wiley finance series.
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| Subjects: |
Internet
Full Text (via O'Reilly/Safari)Online
| Call Number: |
HG6024.A3 T87 2021
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| HG6024.A3 T87 2021 | Available |