Interest Rate Modeling: Post-Crisis Challenges and Approaches - Brossura

Libro 4 di 11: SpringerBriefs in Quantitative Finance

Grbac, Zorana; Runggaldier, Wolfgang

 
9783319253831: Interest Rate Modeling: Post-Crisis Challenges and Approaches
Brossura
ISBN 10: 3319253832 ISBN 13: 9783319253831
Casa editrice: Springer, 2016

Sinossi

Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research articles and two books, one of them an edited volume, both being written by researchers working mainly in practice.  The aim of this book is to concentrate primarily on the methodological side, thereby providing an overview of the state-of-the-art and also clarifying the link between the new models and the classical literature. The book is intended to serve as a guide for graduate students and researchers as well as practitioners interested in the paradigm change for fixed income markets. A basic knowledge of fixed income markets and related stochastic methodology is assumed as a prerequisite.

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Editore
Springer
Data di pubblicazione
2016
Lingua
Inglese
ISBN 10 
3319253832
ISBN 13 
9783319253831
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
156
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9783319253848: Interest Rate Modeling: Post-Crisis Challenges and Approaches

Edizione in evidenza

ISBN 10:  3319253840 ISBN 13:  9783319253848
Casa editrice: Springer, 2016
Brossura