
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.
- Författare
- Zorana Grbac, Wolfgang Runggaldier
- Upplaga
- 1st ed. 2015
- ISBN
- 9783319253831
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 16.2.2016
- Sidor
- 140