Interest Rate Modeling: Post-Crisis Challenges and Approaches (SpringerBriefs in Quantitative Finance) - Softcover

Buch 4 von 11: SpringerBriefs in Quantitative Finance

Grbac, Zorana; Runggaldier, Wolfgang

 
9783319253831: Interest Rate Modeling: Post-Crisis Challenges and Approaches (SpringerBriefs in Quantitative Finance)
Softcover
ISBN 10: 3319253832 ISBN 13: 9783319253831
Verlag: Springer, 2016

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
3319253832
ISBN 13 
9783319253831
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
156
Kontakt zum Hersteller
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Darmstadt
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Deutschland

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

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ISBN 10:  3319253840 ISBN 13:  9783319253848
Verlag: Springer, 2016
Softcover