Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier.

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...

Full description

Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Grbac, Zorana
Other Authors:	Runggaldier, W. J. (Wolfgang J.)
Format:	eBook
Language:	English
Published:	Cham : Springer, ©2015. ©2015.
Series:	SpringerBriefs in quantitative finance.
Subjects:	Interest rates > Mathematical models.