| 書目名稱 | Interest Rate Modeling: Post-Crisis Challenges and Approaches |
| 編輯 | Zorana Grbac,Wolfgang J. Runggaldier |
| 視頻video | http://file.papertrans.cn/471/470900/470900.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | SpringerBriefs in Quantitative Finance |
| 圖書封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2015 |
| 關(guān)鍵詞 | 91G30;91G20;91G40;60H30; Affine term structure methodology; Clean valuation; Interest rate models and d |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-25385-5 |
| isbn_softcover | 978-3-319-25383-1 |
| isbn_ebook | 978-3-319-25385-5Series ISSN 2192-7006 Series E-ISSN 2192-7014 |
| issn_series | 2192-7006 |
| copyright | The Author(s) 2015 |
|Archiver|手機(jī)版|小黑屋|
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