Abstract
In the last two decades an extensive selection of books on interest rate or equity derivatives modelling became available through various publishers. We therefore take the opportunity to say a few words on the main texts out there and how our work complements the current literature.
Dubium sapientiae initium.
René Descartes
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© 2015 Christian Crispoldi, Gérald Wigger and Peter Larkin
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Crispoldi, C., Wigger, G., Larkin, P. (2015). Introduction. In: SABR and SABR LIBOR Market Models in Practice. Applied Quantitative Finance series. Palgrave Macmillan, London. https://doi.org/10.1057/9781137378644_1
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DOI: https://doi.org/10.1057/9781137378644_1
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-57177-2
Online ISBN: 978-1-137-37864-4
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