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  • Term Structure and Volatility Modelling
    Jörg Kienitz; Peter Caspers
    978-1-137-36019-9
    2017
    Edition 1
    • Reviews and analyses the Heston and the SABR model in detail
    • Considers derivatives and volatility modelling
    • Provides an overview of the numerical methods for successfully implementing the models
    • Includes supplementary material: sn.pub/extras
    €90 €81
    10% OFF

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