Verfügbarkeit: Interest rate modeling: post-crisis challenges and approaches

Interest rate modeling: post-crisis challenges and approaches:

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Bibliographische Detailangaben
Hauptverfasser:	Grbac, Zorana (VerfasserIn), Runggaldier, Wolfgang J. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Cham Springer [2015]
Schriftenreihe:	SpringerBriefs in quantitative finance
Schlagworte:	Mathematics Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Mathematik
Online-Zugang:	BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Abstract
Beschreibung:	1 Online Ressource (XIII, 140 Seiten, 5 illus., 1 illus. in color)
ISBN:	9783319253855
ISSN:	2192-7006
DOI:	10.1007/978-3-319-25385-5

Internformat

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Datensatz im Suchindex

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adam_text	INTEREST RATE MODELING: POST-CRISIS CHALLENGES AND APPROACHES / GRBAC, ZORANA : 2015 ABSTRACT / INHALTSTEXT 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 DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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author	Grbac, Zorana Runggaldier, Wolfgang J.
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spelling	Grbac, Zorana Verfasser (DE-588)1084345218 aut Interest rate modeling: post-crisis challenges and approaches Zorana Grbac, Wolfgang J. Runggaldier Cham Springer [2015] © 2015 1 Online Ressource (XIII, 140 Seiten, 5 illus., 1 illus. in color) txt rdacontent c rdamedia cr rdacarrier SpringerBriefs in quantitative finance 2192-7006 Mathematics Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Mathematik Runggaldier, Wolfgang J. Verfasser (DE-588)171302184 aut Erscheint auch als Druckausgabe 978-3-319-25383-1 https://doi.org/10.1007/978-3-319-25385-5 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028730244&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Abstract
spellingShingle	Grbac, Zorana Runggaldier, Wolfgang J. Interest rate modeling: post-crisis challenges and approaches Mathematics Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Mathematik
title	Interest rate modeling: post-crisis challenges and approaches
title_auth	Interest rate modeling: post-crisis challenges and approaches
title_exact_search	Interest rate modeling: post-crisis challenges and approaches
title_full	Interest rate modeling: post-crisis challenges and approaches Zorana Grbac, Wolfgang J. Runggaldier
title_fullStr	Interest rate modeling: post-crisis challenges and approaches Zorana Grbac, Wolfgang J. Runggaldier
title_full_unstemmed	Interest rate modeling: post-crisis challenges and approaches Zorana Grbac, Wolfgang J. Runggaldier
title_short	Interest rate modeling: post-crisis challenges and approaches
title_sort	interest rate modeling post crisis challenges and approaches
topic	Mathematics Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Mathematik
topic_facet	Mathematics Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Mathematik
url	https://doi.org/10.1007/978-3-319-25385-5 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028730244&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT grbaczorana interestratemodelingpostcrisischallengesandapproaches AT runggaldierwolfgangj interestratemodelingpostcrisischallengesandapproaches

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