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Interest Rate Modeling: Post-Crisis Challenges and Approaches (SpringerBriefs in Quantitative Finance)

Zorana Grbac, Wolfgang Runggaldier




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 | #3931123 in Books |  2015-12-26 |  2016-02-16 | Original language:English | PDF # 1 |  9.25 x.37 x6.10l,.0 | File type: PDF | 140 pages

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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 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 p...

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