01933nam0 2200445 i 450 VAN012703320230627090455.276N978303010656020200220d2019 |0itac50 baengCH|||| |||||Modern SABR AnalyticsFormulas and Insights for Quants, Former Physicists and MathematiciansAlexandre Antonov, Michael Konikov, Michael SpectorChamSpringer2019ix, 127 p.ill.24 cm001VAN01029342001 SpringerBriefs in quantitative finance210 Berlin [etc.]SpringerVAN0236909Modern SABR Analytics173259460H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MF91B24Microeconomic theory (price theory and economic markets) [MSC 2020]VANC025065MFBessel processKW:KInterest RatesKW:KOptionsKW:KQuantitative FinanceKW:KSABRKW:KSkewKW:KSmileKW:KStochastic volatilityKW:KCHChamVANL001889AntonovAlexandreVANV098446781388KonikovMichaelVANV098447781389SpectorMichaelVANV098448781390Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-030-10656-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0127033BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1667 08eMF1667 20200220 Modern SABR Analytics1732594UNICAMPANIA