{"title":"Modern SABR Analytics","authors":"A. Antonov, M. Konikov, Michael Spector","doi":"10.1007/978-3-030-10656-0","DOIUrl":"https://doi.org/10.1007/978-3-030-10656-0","url":null,"abstract":"","PeriodicalId":202887,"journal":{"name":"SpringerBriefs in Quantitative Finance","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124786647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Introduction to Central Banking","authors":"U. Bindseil, A. Fotia","doi":"10.1007/978-3-030-70884-9","DOIUrl":"https://doi.org/10.1007/978-3-030-70884-9","url":null,"abstract":"","PeriodicalId":202887,"journal":{"name":"SpringerBriefs in Quantitative Finance","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127269745","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Classic SABR Model: Heat Kernel Expansion and Projection on Solvable Models","authors":"A. Antonov, M. Konikov, Michael Spector","doi":"10.1007/978-3-030-10656-0_4","DOIUrl":"https://doi.org/10.1007/978-3-030-10656-0_4","url":null,"abstract":"","PeriodicalId":202887,"journal":{"name":"SpringerBriefs in Quantitative Finance","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124391759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Conclusion","authors":"A. Antonov, M. Konikov, Michael Spector","doi":"10.1007/978-3-030-10656-0_6","DOIUrl":"https://doi.org/10.1007/978-3-030-10656-0_6","url":null,"abstract":"","PeriodicalId":202887,"journal":{"name":"SpringerBriefs in Quantitative Finance","volume":"2009 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127335211","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exact Solutions to CEV Model with Stochastic Volatility","authors":"A. Antonov, M. Konikov, Michael Spector","doi":"10.1007/978-3-030-10656-0_2","DOIUrl":"https://doi.org/10.1007/978-3-030-10656-0_2","url":null,"abstract":"","PeriodicalId":202887,"journal":{"name":"SpringerBriefs in Quantitative Finance","volume":"151 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124204708","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Extending SABR Model to Negative Rates","authors":"A. Antonov, M. Konikov, Michael Spector","doi":"10.1007/978-3-030-10656-0_5","DOIUrl":"https://doi.org/10.1007/978-3-030-10656-0_5","url":null,"abstract":"","PeriodicalId":202887,"journal":{"name":"SpringerBriefs in Quantitative Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131097580","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}