stripper 发表于 2025-3-21 16:18:31
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Book 2019 to experienced industry practitioners, as well as to students and professors in academia..Aimed mainly at financial industry practitioners (for example quants and former physicists) this book will also be interesting to mathematicians who seek intuition in the mathematical finance..形容词 发表于 2025-3-22 11:23:01
Alexandre Antonov,Michael Konikov,Michael SpectorUnifies scattered modern SABR analytics in the same text.Intuitive but still rigorous explanation of complicated probabilistic concepts.Numerous numerical results for both analytics and simulations whcartilage 发表于 2025-3-22 16:40:45
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Modern SABR Analytics978-3-030-10656-0Series ISSN 2192-7006 Series E-ISSN 2192-7014BOOST 发表于 2025-3-22 21:42:05
SpringerBriefs in Quantitative Financehttp://image.papertrans.cn/m/image/637387.jpgConducive 发表于 2025-3-23 02:22:07
https://doi.org/10.1007/978-3-030-10656-0SABR; Options; Skew; Interest Rates; Stochastic Volatility; Bessel Process; Smile; quantitative financeconcubine 发表于 2025-3-23 07:55:56
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