Interest Rate Modeling: Post-Crisis Challenges and Approaches
1st ed. 2015
Book Details
Format
Paperback / Softback
Book Series
SpringerBriefs in Quantitative Finance
ISBN-10
3319253832
ISBN-13
9783319253831
Edition
1st ed. 2015
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Feb 16th, 2016
Print length
140 Pages
Weight
264 grams
Dimensions
15.80 x 24.10 x 1.40 cms
Product Classification:
Banking
Ksh 9,900.00
Werezi Extended Catalogue
0 in stock
Delivery Location
Delivery fee: Select location
Secure
Quality
Fast
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.
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.
Get Interest Rate Modeling: Post-Crisis Challenges and Approaches by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has pages.
