Interest rate modeling : post-crisis challenges and approaches

Author(s)

• Grbac, Zorana
• Runggaldier, W. J. (Wolfgang J.)

Bibliographic Information

Interest rate modeling : post-crisis challenges and approaches

Zorana Grbac, Wolfgang J. Runggaldier

（SpringerBriefs in quantitative finance）

Springer, c2015

• : pbk

Note

Includes bibliographical references (p. 137-140)

Also published electronically

Details

• NCID: BB21121059
• ISBN:
  • 9783319253831
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cham
• Pages/Volumes: xiii, 140 p.
• Size: 24 cm
• Classification:
  • DC23 : 338.8015118
• Subject Headings:
  • LCSH : Interest rates -- Mathematical models
  • LCSH : Interest rate futures -- Mathematical models
  • LCSH : Global Financial Crisis, 2008-2009
• Parent Bibliography ID:
  • BB12197694