Interest Rate Modeling: Post-Crisis Challenges and Approaches
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...
| Main Authors: | , |
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| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Edition: | 1st ed. 2015. |
| Series: | SpringerBriefs in Quantitative Finance,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-319-25385-5 |