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Interest rate modeling post-crisis challenges and approaches / [electronic resource] :
- 作者： Grbac, Zorana.
- 其他作者：
- 其他題名：
- SpringerBriefs in quantitative finance,
- 出版： Cham : Springer International Publishing :Imprint: Springer
- 叢書名： SpringerBriefs in quantitative finance,
- 主題： Interest rates--Mathematical models , Mathematics , Quantitative Finance. , Game Theory, Economics, Social and Behav. Sciences.
- ISBN： 9783319253855 (electronic bk.) 、 9783319253831 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 摘要註: 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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讀者標籤：
- 系統號： 005137957 | 機讀編目格式
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