Interest rate modelling after the financial crisis
Éditeur :
Risk Books
ISBN :
9781906348939
Date de publication :
11 juin 2013
Langue :
Anglais
Pays d'origine :
Grande Bretagne
It is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. Massimo Morini and Marco Bianchetti address and explicate these changes, gathering the latest ideas on post-crisis market modelling and applying new methods to market data and market practice.