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Interest rate modeling = post-crisis...

Grbac, Zorana.

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Interest rate modeling = post-crisis challenges and approaches /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Interest rate modeling/ by Zorana Grbac, Wolfgang J. Runggaldier.
Reminder of title:	post-crisis challenges and approaches /
Author:	Grbac, Zorana.
other author:	Runggaldier, Wolfgang J.
Published:	Cham :Springer International Publishing : : 2015.,
Description:	xiii, 140 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Interest rates - Mathematical models. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-25385-5
ISBN:	9783319253855$q(electronic bk.)

Interest rate modeling = post-crisis challenges and approaches /
Grbac, Zorana.

Interest rate modelingpost-crisis challenges and approaches /[electronic resource] :by Zorana Grbac, Wolfgang J. Runggaldier. - Cham :Springer International Publishing :2015. - xiii, 140 p. :ill., digital ;24 cm. - SpringerBriefs in quantitative finance,2192-7006. - SpringerBriefs in quantitative finance..

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. Concerning this new development, there presently exist only research articles and two books, one of them an edited volume, both being written by researchers working mainly in practice. The aim of this book is to concentrate primarily on the methodological side, thereby providing an overview of the state-of-the-art and also clarifying the link between the new models and the classical literature. The book is intended to serve as a guide for graduate students and researchers as well as practitioners interested in the paradigm change for fixed income markets. A basic knowledge of fixed income markets and related stochastic methodology is assumed as a prerequisite.

ISBN: 9783319253855$q(electronic bk.)

Standard No.: 10.1007/978-3-319-25385-5doiSubjects--Topical Terms:

549988
Interest rates
--Mathematical models.

LC Class. No.: HG1621

Dewey Class. No.: 332.8

Interest rate modeling = post-crisis challenges and approaches /
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520 $a 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. Concerning this new development, there presently exist only research articles and two books, one of them an edited volume, both being written by researchers working mainly in practice. The aim of this book is to concentrate primarily on the methodological side, thereby providing an overview of the state-of-the-art and also clarifying the link between the new models and the classical literature. The book is intended to serve as a guide for graduate students and researchers as well as practitioners interested in the paradigm change for fixed income markets. A basic knowledge of fixed income markets and related stochastic methodology is assumed as a prerequisite.
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