Téléchargez le livre : Interest Rate Modeling: Post-Crisis Challenges and Approaches

Interest Rate Modeling: Post-Crisis Challenges and Approaches

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Éditeur :

Springer


Collection :

SpringerBriefs in Quantitative Finance

Paru le : 2015-12-26

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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. 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.
Pages
140 pages
Collection
SpringerBriefs in Quantitative Finance
Parution
2015-12-26
Marque
Springer
EAN papier
9783319253831
EAN PDF
9783319253855
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
2089 Ko
Prix
68,56 €
EAN EPUB
9783319253855
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
2499 Ko
Prix
68,56 €

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