LEADER 01933nam0 2200445 i 450 001 VAN0127033 005 20230627090455.276 017 70$2N$a9783030106560 100 $a20200220d2019 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aModern SABR Analytics$eFormulas and Insights for Quants, Former Physicists and Mathematicians$fAlexandre Antonov, Michael Konikov, Michael Spector 210 $aCham$cSpringer$d2019 215 $aix, 127 p.$cill.$d24 cm 410 1$1001VAN0102934$12001 $aSpringerBriefs in quantitative finance$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0236909$aModern SABR Analytics$91732594 606 $a60H30$xApplications of stochastic analysis (to PDEs, etc.) [MSC 2020]$3VANC021490$2MF 606 $a91B24$xMicroeconomic theory (price theory and economic markets) [MSC 2020]$3VANC025065$2MF 610 $aBessel process$9KW:K 610 $aInterest Rates$9KW:K 610 $aOptions$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aSABR$9KW:K 610 $aSkew$9KW:K 610 $aSmile$9KW:K 610 $aStochastic volatility$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aAntonov$bAlexandre$3VANV098446$0781388 701 1$aKonikov$bMichael$3VANV098447$0781389 701 1$aSpector$bMichael$3VANV098448$0781390 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-030-10656-0$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0127033 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1667 $e08eMF1667 20200220 996 $aModern SABR Analytics$91732594 997 $aUNICAMPANIA