{"product_id":"modern-sabr-analytics-von-alexandre-antonov-michael-spector-und-michael-konikov","title":"Modern SABR Analytics","description":"\n                \u003cp\u003e\u003c\/p\u003e\n                \u003cp\u003eFocusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a negative rates environment, and shows how to generalize it to a similar model with additional degrees of freedom, allowing simultaneous model calibration to swaptions and CMSs.\u003c\/p\u003e\n\n\u003cp\u003eSince the SABR model is used on practically every trading floor to construct interest rate options volatility cubes in an arbitrage-free manner, a careful treatment of it is extremely important. The book will be of interest to experienced industry practitioners, as well as to students and professors in academia.\u003cbr\u003e\n                \u003c\/p\u003eAimed 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.\u003cp\u003e\u003c\/p\u003e\n                \u003cp\u003e\u003c\/p\u003e\n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783030106553\"\u003e\u003ch3\u003eFormulas and Insights for Quants, Former Physicists and Mathematicians\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783030106553","offer_id":39478685827165,"sku":"9783030106553","price":74.89,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/323e8878-1600-4238-85e2-bbdca319d6a1.jpg?v=1772170038","url":"https:\/\/shop.autorenwelt.de\/products\/modern-sabr-analytics-von-alexandre-antonov-michael-spector-und-michael-konikov","provider":"Autorenwelt Shop","version":"1.0","type":"link"}