Risk Books - Interest Rate Modelling after the Financial Crisis - Image 1

Out of Stock

This item is currently unavailable

Risk Books - Interest Rate Modelling after the Financial Crisis

Name: Risk Books - Interest Rate Modelling after the Financial Crisis
Brand: Risk Books

Business & Economic History

Out of stock for 21 days. The last 3 returns each lasted under a day — get on the list.

Out of stock 21 days · last price £145 · usually back within 14 days

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 70 days • 70 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 70 days • 1 price levels

Days at Price

Price Analysis

Most common price: £145 (70 days, 100.0%)

Price range: £145 - £145

Price levels: 1 different prices over 70 days

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 However, the global financial crisis proved that this assumption is no longer valid.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

Brand: Risk Books
Format: paperback
ASIN: 1906348936
Category: Books > Subjects > Business, Finance & Law > Biographies & Histories > Business & Economic History
Domain: Amazon UK
Release Date: 06 November 2013
Listed Since: 19 June 2013

Barcode

No barcode data available

Risk Books - Interest Rate Modelling after the Financial Crisis

Out of stock for 21 days. The last 3 returns each lasted under a day — get on the list.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

Interest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Frontiers in Finance Series)

Interest Rate Models: An Introduction

Interest Rate Modeling. Volume 3: Products and Risk Management

Term-Structure Models: A Graduate Course (Springer Finance)

Pricing and Hedging Interest and Credit Risk Sensitive Instruments

Robust Libor Modelling and Pricing of Derivative Products (Chapman and Hall/CRC Financial Mathematics Series)

Understanding Credit Derivatives and Related Instruments

Engineering BGM (Chapman and Hall/CRC Financial Mathematics Series)

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Swaps and Other Derivatives: 480 (The Wiley Finance Series)

Interest-Rate Management (Springer Finance)

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

Modelling Interest Rates: Advances in Derivatives Pricing

Modern Pricing of Interest–Rate Derivatives – The LIBOR Market Model and Beyond

Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (third Edition): 3rd Edition: 1 (Advanced Series On Statistical Science And Applied Probability)

Coding Interest Rates: FX, Swaps and Bonds

An Introduction to Derivative Securities, Financial Markets, and Risk Management: 2nd Edition

SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance)

Term-Structure Models: A Graduate Course (Springer Finance)