Interest rate modeling: post-crisis challenges and approaches
Auteur :
Grbac, Zorana / Runggaldier, Wolfgang
Éditeur :
Springer International Publishing AG
ISBN :
9783319253831
Date de publication :
16 févr. 2016
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.