by Wolfgang Runggaldier (Contributor), Zorana Grbac (Author)
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.
Format: Paperback
Pages: 156
Edition: 1st ed. 2015
Publisher: Springer
Published: 16 Feb 2016
ISBN 10: 3319253832
ISBN 13: 9783319253831