Interest rate modeling: post-crisis challenges and approaches
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| Format: | Elektronisch E-Book |
| Sprache: | English |
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Cham
Springer
[2015]
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| Schriftenreihe: | SpringerBriefs in quantitative finance
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| Schlagworte: | |
| Online-Zugang: | DE-634 DE-861 DE-91 DE-19 DE-703 DE-20 DE-739 Volltext Abstract |
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Datensatz im Suchindex
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| DE-BY-UBM_katkey | 5261556 |
| DE-BY-UBM_local_url | https://doi.org/10.1007/978-3-319-25385-5 Verlag |
| _version_ | 1823055844061741056 |
| 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 |
| author_sort | Grbac, Zorana |
| author_variant | z g zg w j r wj wjr |
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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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| id | DE-604.BV043309555 |
| illustrated | Not Illustrated |
| indexdate | 2025-02-03T17:41:49Z |
| institution | BVB |
| isbn | 9783319253855 |
| issn | 2192-7006 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028730244 |
| oclc_num | 934212099 |
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| owner_facet | DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-20 DE-739 DE-634 DE-703 DE-861 DE-83 |
| physical | 1 Online Ressource (XIII, 140 Seiten, 5 illus., 1 illus. in color) |
| psigel | ZDB-2-SMA UBY_PDA_SMA ZDB-2-SMA_2015 |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Springer |
| record_format | marc |
| series2 | SpringerBriefs in quantitative finance |
| 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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