Copied Interest Rate Modeling: Post-Crisis Challenges and Approaches
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 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.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$54.99 | $54.99 |
|
$54.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Impact of Climate Change on Water Resources
$199.99
Recent Research on Environmental Earth Sciences, Geomorphology, Soil Science, Paleoclimate, and Kars
$189.00
Quantitative Anorganische Analyse
$39.99
PARLE '94 Parallel Architectures and Languages Europe
$84.99
Fibrous Structures and Their Impact on Textile Design
$109.99
Beliefs: A Hidden Variable in Mathematics Education?
$84.99
Fault-Tolerant Process Control
$109.99
New Trends in Information and Communications Technology Applications
$99.99
Professionalittsentwicklung angehender Lehrkrfte
$79.99
The Muscarinic Receptors
$109.99
The Battle for Standardised Cigarette Packaging in Europe
$59.99
Handbuch der chemischen Untersuchung der Textilfaserstoffe
$99.00
Recent Trends in Mechanical Engineering
$249.99
Geschichte des Landes Sachsen-Anhalt
$59.99
Aktionrsklage, D&O-Versicherung und Vorstandshandeln
$74.99
Fiction, Memory, and Identity in the Cult of St. Maurus, 8301270
$139.99
Electricity Production from Renewables
$109.99
cGMP: Generators, Effectors and Therapeutic Implications
$329.99
Contemporary Love Studies in the Arts and Humanities
$44.99
Steel Plated Structures
$54.99
Die stumme Myokardischmie
$69.99
Design Science Methodology for Information Systems and Software Engineering
$49.99
Proceedings of the Second ISAAC Congress
$219.99
In Search of Eurocommunism
$39.99
Handbook of Medical Neuropsychology
$199.99
Vascular Endothelium
$54.99
Optimierung in Funktionenrumen
$59.99
Therapieziel Wohlbefinden
$49.99
Probability Theory III
$109.99
Synthesis and Photosynthesis
$39.99
Anwendungen der Elektronen Spin Resonanz (ESR) in der Photosyntheseforschung
$54.99
Computational Science and Its Applications ICCSA 2021
$109.99
Praxis der Viszeralchirurgie
$399.99
Advances in Biomedical Informatics
$169.99
Die Elektrizittsversorun von Gross-Berlin
$54.99
Everything Awesome About.: Everything Awesome About Sharks and Other Underwater Creatures! (Hardcover)
$12.74
Experience Structure & Adaptability
$54.99
Einstellungsgesprche erfolgreich fhren
$54.99
Security in Communication Networks
$39.99
Molecular Interactions of Actin
$39.99
