Overview
SABR and SABR LIBOR Market Models in Practice is a book by Christian Crispoldi, Gérald Wigger and Peter Larkin, first published in 2015. In this catalogue it is classified mainly under Risk Management and Derivatives Pricing, with secondary coverage of Options and Volatility.
Audience and depth. The available metadata did not allow a mathematical difficulty estimate, so none is shown; treat the technical level as unknown.
Orientation. The metadata points to an implementation-oriented, applied treatment. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 82% and difficulty confidence is 0%; the catalogue lists no ratings or awards.