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Interest Rate Modeling: Post-Crisis Challenges and Approaches (Paperback, 1st ed. 2015)
Loot Price: R2,286
Discovery Miles 22 860
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Interest Rate Modeling: Post-Crisis Challenges and Approaches (Paperback, 1st ed. 2015)
Series: SpringerBriefs in Quantitative Finance
Expected to ship within 10 - 15 working days
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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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