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Interest Rate Modeling: Post-Crisis Challenges and Approaches
Zorana Grbac
€ 79.06
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Description for Interest Rate Modeling: Post-Crisis Challenges and Approaches
Paperback. Series: SpringerBriefs in Quantitative Finance. Num Pages: 153 pages, 4 black & white illustrations, 1 colour illustrations, biography. BIC Classification: KFFK. Category: (P) Professional & Vocational. Dimension: 158 x 241 x 14. Weight in Grams: 264.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer International Publishing AG Switzerland
Number of pages
134
Condition
New
Series
SpringerBriefs in Quantitative Finance
Number of Pages
140
Place of Publication
Cham, Switzerland
ISBN
9783319253831
SKU
V9783319253831
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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