
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.
- Forfatter
- Zorana Grbac, Wolfgang Runggaldier
- Opplag
- 1st ed. 2015
- ISBN
- 9783319253831
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 16.2.2016
- Antall sider
- 140
