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About SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python
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Detailed Information
Author: | Christian Crispoldi, Gérald Wigger, Peter Larkin |
---|---|
Publication Year: | 2016 |
ISBN: | 9781137378637 |
Pages: | 239 |
Language: | English |
File Size: | 1.733 |
Format: | |
Price: | FREE |
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