You might also like

More about Interest Rate Modeling: Post-Crisis Challenges and Approaches

• Book details
• Synopsis
• Trending among others

You get 195 loyalty points

Book synopsis

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 a single edited book, written mainly by practitioners. The aim of our 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.§

Book details

• Full title: Interest Rate Modeling: Post-Crisis Challenges and Approaches
• Author: Wolfgang Runggaldier, Zorana Grbac
• Language: English
• Binding: Paperback
• Number of pages: 140
• EAN: 9783319253831
• ISBN: 3319253832
• ID: 09535559
• Publisher: Springer International Publishing AG
• Weight: 264 g
• Dimensions: 158 × 241 × 14 mm
• Date of publishing: 26. December 2015

Trending among others

---

---

---