£145.00

Risk Books - Interest Rate Modelling after the Financial Crisis

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Description

Traditional interest rate modelling often relies on the assumption of risk-free markets. However, the global financial crisis proved that this assumption is no longer valid. Market participants must now account for risk factors that were previously ignored, leading to significant shifts in market data patterns and modeling methodologies. As interest rate markets expand and evolve within this new landscape, staying current with both practical and theoretical developments is essential. This book by Risk Books addresses the changes brought about by the crisis and explores the new approaches required to navigate modern interest rate environments. It provides the necessary context for understanding how recent market shifts have changed the way professionals approach modeling and risk management in an era where risk-free assumptions are no longer sufficient.

Key Features

Addresses the shift away from traditional risk-free interest rate market assumptions used in older literature.

Explains how the financial crisis alerted market participants to previously neglected risk factors.

Analyzes changes in market data patterns resulting from new economic realities.

Provides insight into new approaches in interest rate modelling developed in response to market shifts.

Helps professionals stay up-to-date with the latest practical and theoretical developments in the field.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
06 November 2013
Listed Since
19 June 2013

Barcode

No barcode data available

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