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I am trying to learn more about SABR model. Can you recommend any online courses/ classes for learning more about it. So far I have found the following resources. But it will be nice to have an online resource to fast track my learning

  1. P.S.Hagan, D.Kumar, A.S.Lesniewski and D.E.Woodward, “Managing smile risk”, Wilmott 1 84-108 (2002).
  2. P.S.Hagan, D.Kumar, A.S.Lesniewski and D.E.Woodward, “Arbitrage-free SABR”, Wilmott 69 60-75 (2014).
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    $\begingroup$ What do you think is missing or would you want to learn or use it for? Have you looked at existing questions and answers here? E.g. quant.stackexchange.com/q/39849/54838 $\endgroup$ Commented May 22 at 23:44

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