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Interest Rate Modeling: Post-Crisis Challenges And Approaches

by Zorana Grbac e Wolfgang Runggaldier
language: english
Publisher: Springer International Publishing AG, February of 2016 ‧
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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.

Interest Rate Modeling: Post-Crisis Challenges And Approaches

by Zorana Grbac e Wolfgang Runggaldier

Property Description
ISBN: 9783319253831
Publisher: Springer International Publishing AG
Release Date: February of 2016
Language: English
Dimensions: 241 x 158 x 14 mm
Cover: Softcover
Pages: 140
Format: Book
Collection: Springerbriefs In Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9783319253831

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