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Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model la LIBOR Market Model (LMM) is often employed to value these more complex derivatives, however the LMM is unable to capture the volatility smile. A joint SABR LIBOR Market Model is the natural evolution towards a consistent pricing of vanilla and exotic products. Knowledge of these models is essential to all aspiring interest rate quants, traders and risk managers, as well an understanding of their failings and alternatives. SABR and SABR Libor Market Models in Practice is an accessible guide to modern interest rate modelling. Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the most commonly used model for exotic products and the extended SABR LIBOR Market Model. The book takes a hands-on approach, demonstrating simply how to implement and work with these models in a market setting. It bridges the gap between the understanding of the models from a conceptual and mathematical perspective and the actual implementation by supplementing the interest rate theory with modelling specific, practical code examples written in Python. Read SABR and SABR LIBOR Market Models in Practice: With Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance) SABR and SABR LIBOR Market Models in Practice: SABR AND SABR LIBOR MARKET MODELS IN PRACTICE WITH sabr and sabr libor market models in practice with examples implemented in python applied quantitative finance sabr examples implemented in python applied : SABR and SABR LIBOR Market Models in Practice Models in Practice: With Examples Implemented Implemented in Python (Applied Quantitative SABR and SABR Libor Market Models in Practice is an SABR and SABR LIBOR Market Models in Practice: With and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance) SABR and SABR LIBOR Market Models in Practice: SABR and SABR LIBOR Market Models in Practice - Springer Applied Quantitative Finance SABR and SABR LIBOR Market Models in Practice With Examples Implemented in Python SABR and SABR LIBOR Market Models in Practice + Free Download SABR and SABR LIBOR Market Models in Python (Applied Quantitative Finance) Examples Implemented in Python (Applied Quantitative Finance) SABR and SABR LIBOR Market Models in Practice: SABR and SABR LIBOR Market Models in Practice - Palgrave SABR and SABR LIBOR Market Models in Practice With Examples Implemented in Python SABR and SABR Libor Market Models in Practice is Applied Quantitative Finance SABR and SABR LIBOR Market Models in Practice: With SABR and SABR LIBOR Market Models in Practice: SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance) SABR AND SABR LIBOR MARKET MODELS IN PRACTICE WITH sabr and sabr libor market models in practice with examples implemented in python applied quantitative finance sabr and with examples implemented in python applied SABR and SABR LIBOR Market Models in Practice: With in Practice: With Examples Implemented in Python in Python (Applied Quantitative Finance) SABR and SABR Libor Market Models in Practice is an
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