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Item Details
| Title:
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INTEREST RATE MODELING: POST-CRISIS CHALLENGES AND APPROACHES
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| By: |
Zorana Grbac, Wolfgang Runggaldier |
| Format: |
Paperback |
| List price:
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£24.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3319253832 |
| ISBN 13: |
9783319253831 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
26 December, 2015 |
| Edition: |
1st ed. 2015 |
| Series: |
SpringerBriefs in Quantitative Finance |
| Pages: |
140 |
| Description: |
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. |
| 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 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. |
| Illustrations: |
1 Illustrations, color; 4 Illustrations, black and white; XIII, 140 p. 5 |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Returnable |
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