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Interest rate modeling = post-crisis challenges and approaches /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Interest rate modeling/ by Zorana Grbac, Wolfgang J. Runggaldier.
其他題名:	post-crisis challenges and approaches /
作者:	Grbac, Zorana.
其他作者:	Runggaldier, Wolfgang J.
出版者:	Cham :Springer International Publishing : : 2015.,
面頁冊數:	xiii, 140 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Interest rates - Mathematical models. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-25385-5
ISBN:	9783319253855

Interest rate modeling = post-crisis challenges and approaches /
Grbac, Zorana.

Interest rate modelingpost-crisis challenges and approaches /[electronic resource] :by Zorana Grbac, Wolfgang J. Runggaldier. - Cham :Springer International Publishing :2015. - xiii, 140 p. :ill., digital ;24 cm. - SpringerBriefs in quantitative finance,2192-7006. - SpringerBriefs in quantitative finance..

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.

ISBN: 9783319253855

Standard No.: 10.1007/978-3-319-25385-5doiSubjects--Topical Terms:

669679
Interest rates
--Mathematical models.

LC Class. No.: HG1621

Dewey Class. No.: 332.8

Interest rate modeling = post-crisis challenges and approaches /
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