Name: Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (Springerbriefs in Quantitative Finance) (en Inglés)
Price: 98090.00 CLP
Availability: InStock
Author: Grbac, Zorana ; Runggaldier, Wolfgang
ISBN: 9783319253831

portada Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (Springerbriefs in Quantitative Finance) (en Inglés)

Formato

Libro Físico

Autor

Zorana Grbac

Wolfgang Runggaldier

Editorial

Springer

Año

2016

Idioma

Inglés

N° páginas

140

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 0.8 cm

Peso

0.23 kg.

ISBN13

9783319253831

N° edición

Categorías

Probabilidad y estadística
Teoría del juego
Matemáticas aplicadas

Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (Springerbriefs in Quantitative Finance) (en Inglés)

Zorana Grbac (Autor) · Wolfgang Runggaldier (Autor) · Springer · Tapa Blanda

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Reseña del libro "Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (Springerbriefs in Quantitative Finance) (en Inglés)"

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.