Interest Rate Modeling Post Crisis Challenges and Approaches is popular PDF and ePub book, written by Zorana Grbac in 2015-12-26, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Interest Rate Modeling Post Crisis Challenges and Approaches can be Read Online from any device for your convenience.
Interest Rate Modeling Post Crisis Challenges and Approaches Book PDF Summary
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.
Detail Book of Interest Rate Modeling Post Crisis Challenges and Approaches PDF
- Author : Zorana Grbac
- Release : 26 December 2015
- Publisher : Springer
- ISBN : 9783319253855
- Genre : Mathematics
- Total Page : 151 pages
- Language : English
- PDF File Size : 21,7 Mb
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