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| Publisher | Palgrave MacMillan |
| ISBN 10 | 1137378638 |
| Book Format | Hardcover |
| Book Description | 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. |
| Number of Pages | 216 |
| ISBN 13 | 9781137378637 |
| Author | Christian Crispoldi |
| Language | English |
| Publication Date | 2015 |
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