Interest Rate Modeling: Post-Crisis Challenges and Approaches

Wolfgang Runggaldier, Zorana Grbac

Springer International Publishing AG, 2016

79,75 €On orderDelivery: 2-3 weeks

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.

ISBN-13
9783319253831
ISBN-10
3319253832
Publisher
Springer International Publishing AG
Year
2016
Publication date
2016-02-16
Pages
140
Dimensions
158x241x14
Weight
264