calibration curve
1The SABR_LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives , Riccardo Rebonato
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla… 9188.33 руб электронная книга2Inside Volatility Filtering. Secrets of the Skew , Alireza Javaheri
A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more… 6829.15 руб электронная книга