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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, an assumption that no longer holds true in the current economic climate. Following the financial crisis, market participants identified risk factors that were previously neglected, leading to significant changes in market data patterns and new approaches to modelling. As interest rate markets continue to expand and innovate within this new landscape, staying current with both practical and theoretical developments is essential. This book from Risk Books addresses these shifts, providing necessary insights into the evolving patterns of the market and the updated methodologies required to navigate modern interest rate environments.

Key Features

This book by Risk Books addresses the shift away from risk-free interest rate market assumptions.

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

Learn about the important changes in market data patterns resulting from recent economic shifts.

Gain knowledge on new approaches in interest rate modelling required for the modern landscape.

Stay up-to-date with the latest practical and theoretical developments in interest rate markets.

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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