Interest Rate Modeling: Post-Crisis Challenges and Approaches

Interest Rate Modeling: Post-Crisis Challenges and Approaches

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...

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Bibliographic Details
Main Authors: Grbac, Zorana (Author), Runggaldier, Wolfgang J. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:SpringerBriefs in Quantitative Finance,
Subjects:
Mathematics.
Game theory.
Economics, Mathematical.
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
Online Access:Full Text via HEAL-Link

Internet

Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

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Call Number: 330.01 BAU
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