Interest Rate Modeling: Post-Crisis Challenges and Approaches

• Κύριοι συγγραφείς: Grbac, Zorana (Συγγραφέας), Runggaldier, Wolfgang J. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Έκδοση: 1st ed. 2015.
• Σειρά: SpringerBriefs in Quantitative Finance,
• Θέματα: Mathematics.; Game theory.; Economics, Mathematical.; Quantitative Finance.; Game Theory, Economics, Social and Behav. Sciences.

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...