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＜電子ブック＞
Interest Rate Modeling: Post-Crisis Challenges and Approaches / by Zorana Grbac, Wolfgang Runggaldier
(SpringerBriefs in Quantitative Finance. ISSN:21927014)

版	1st ed. 2015.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2015
大きさ	XIII, 140 p. 5 illus., 1 illus. in color : online resource
著者標目	*Grbac, Zorana author Runggaldier, Wolfgang author SpringerLink (Online service)
件　名	LCSH:Social sciences—Mathematics LCSH:Game theory FREE:Mathematics in Business, Economics and Finance FREE:Game Theory
一般注記	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 HTTP:URL=https://doi.org/10.1007/978-3-319-25385-5

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