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Interest Rate Modeling : Post-crisis Challenges and Approaches (Paperback) (Wolfgang Runggaldier &

Interest Rate Modeling : Post-crisis Challenges and Approaches (Paperback) (Wolfgang Runggaldier & - image 1 of 1

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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. Concerning this new development, there presently exist only research articles and a single edited book, written mainly by practitioners. The aim of our 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.

Genre: Mathematics
Sub-Genre: Game Theory, Applied
Series Title: Springerbriefs in Quantitative Finance
Format: Paperback
Publisher: Springer Verlag
Author: Wolfgang Runggaldier & Zorana Grbac
Language: English
Street Date: February 16, 2016
TCIN: 51017446
UPC: 9783319253831
Item Number (DPCI): 248-14-4705

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