Interest rate modeling: post-crisis challenges and approaches:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham
Springer
[2015]
|
| Series: | SpringerBriefs in quantitative finance
|
| Subjects: | |
| Online Access: | BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Abstract |
| Physical Description: | 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 |
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Record in the Search Index
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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.
|
| any_adam_object | 1 |
| author | Grbac, Zorana Runggaldier, Wolfgang J. |
| author_GND | (DE-588)1084345218 (DE-588)171302184 |
| author_facet | Grbac, Zorana Runggaldier, Wolfgang J. |
| author_role | aut aut |
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| author_variant | z g zg w j r wj wjr |
| building | Verbundindex |
| bvnumber | BV043309555 |
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| dewey-full | 519 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-319-25385-5 |
| format | Electronic eBook |
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| indexdate | 2024-07-10T07:22:47Z |
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| isbn | 9783319253855 |
| issn | 2192-7006 |
| language | English |
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| physical | 1 Online Ressource (XIII, 140 Seiten, 5 illus., 1 illus. in color) |
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| publishDate | 2015 |
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| publisher | Springer |
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| series2 | SpringerBriefs in quantitative finance |
| 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 |
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