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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: Post-Crisis Challenges and Approaches/ by Zorana Grbac, Wolfgang Runggaldier.
作者:	Grbac, Zorana.
其他作者:	Runggaldier, Wolfgang.
面頁冊數:	XIII, 140 p. 5 illus., 1 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Economics, Mathematical . -
電子資源:	https://doi.org/10.1007/978-3-319-25385-5
ISBN:	9783319253855

Interest Rate Modeling: Post-Crisis Challenges and Approaches
Grbac, Zorana.

Interest Rate Modeling: Post-Crisis Challenges and Approaches[electronic resource] /by Zorana Grbac, Wolfgang Runggaldier. - 1st ed. 2015. - XIII, 140 p. 5 illus., 1 illus. in color.online resource. - 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:

1253712
Economics, Mathematical .

LC Class. No.: HB135-147

Dewey Class. No.: 519

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