Interest Rate Modeling: Post-Crisis Challenges and Approaches
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...
Clasificación: | Libro Electrónico |
---|---|
Autores principales: | Grbac, Zorana (Autor), Runggaldier, Wolfgang (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
|
Edición: | 1st ed. 2015. |
Colección: | SpringerBriefs in Quantitative Finance,
|
Temas: | |
Acceso en línea: | Texto Completo |
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