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02622nam a22004815i 4500 |
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978-3-319-25385-5 |
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151226s2015 gw | s |||| 0|eng d |
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|a 9783319253855
|9 978-3-319-25385-5
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|a 10.1007/978-3-319-25385-5
|2 doi
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|d GrThAP
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|a HB135-147
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|a MAT003000
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|a 519
|2 23
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|a Grbac, Zorana.
|e author.
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|a Interest Rate Modeling: Post-Crisis Challenges and Approaches
|h [electronic resource] /
|c by Zorana Grbac, Wolfgang J. Runggaldier.
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|a 1st ed. 2015.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2015.
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|a XIII, 140 p. 5 illus., 1 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|a online resource
|b cr
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|a text file
|b PDF
|2 rda
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|a SpringerBriefs in Quantitative Finance,
|x 2192-7006
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|a 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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|a Mathematics.
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|a Game theory.
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|a Economics, Mathematical.
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|a Mathematics.
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|a Quantitative Finance.
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|a Game Theory, Economics, Social and Behav. Sciences.
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|a Runggaldier, Wolfgang J.
|e author.
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783319253831
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830 |
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|a SpringerBriefs in Quantitative Finance,
|x 2192-7006
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|u http://dx.doi.org/10.1007/978-3-319-25385-5
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a Mathematics and Statistics (Springer-11649)
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