Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance) - Image 1

£48.55

Springer Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)

Name: Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)
Brand: Springer
Price: 48.44 GBP
Availability: InStock

Banking

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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.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3319253832
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Banking
Domain: Amazon UK
Release Date: 04 March 2016
Listed Since: 03 September 2015

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Springer Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)

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