On this page
'/%3e%3c/svg%3e)
Text · English
Calibration and hedging of swaptions using the SABR model
Johan Wikmark, 1985- (Author)
CODEN LUTFMS-3166-2011
publication
Lund : Lund University, 201130, [2] s.
Series membership
ISSN 1404-6342 · ISSN 1404-6342 · Master's theses in mathematical sciences ; 2011:E10Johan Wikmark
Book
Availability by type
Summary
Details
Contributor and role
Johan Wikmark, 1985- (Author)Identifier
CODEN LUTFMS-3166-2011Title resource
Calibration and hedging of swaptions using the SABR modelCreative responsibility statement
Johan Wikmarkpublication
Lund : Lund University, 2011Extent
30, [2] s.Note
- Examensarbete
Physical details note
ill.Series membership
ISSN 1404-6342 · ISSN 1404-6342 · Master's theses in mathematical sciences ; 2011:E10control number
12241334Resource ID / Permalink: https://libris.kb.se/4ngh7txg10j8vbm#it
Download metadata: JSON-LD · Turtle · RDF/XML · MARC21 (ISO 2709) · MARC21 (XML)