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Interest Rate Modeling: Post-Crisis Challenges and Approaches
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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.

Opplag
1st ed. 2015
ISBN
9783319253831
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
16.2.2016
Antall sider
140