Interest Rate Modeling: Post-Crisis Challenges and Approaches
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Sprache:Englisch
Fr. 94.90
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
16.02.2016
Abbildungen
XIII, 5 illus., 1 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen
Verlag
SpringerSeitenzahl
140
Maße (L/B/H)
23.5/15.5/0.9 cm
Gewicht
268 g
Auflage
1st ed. 2015
Sprache
Englisch
ISBN
978-3-319-25383-1
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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