Interest Rate Modelling After the Financial Crisis

Interest Rate Modelling After the Financial Crisis

Paperback (27 Mar 2015)

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Publisher's Synopsis

It is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. Massimo Morini and Marco Bianchetti address and explicate these changes, gathering the latest ideas on post-crisis market modelling and applying new methods to market data and market practice.

Book information

ISBN: 9781906348939
Publisher: Risk Books
Imprint: Risk Books
Pub date:
DEWEY: 332.8015118
DEWEY edition: 23
Number of pages: xvi, 484
Weight: 940g
Height: 203mm
Width: 203mm
Spine width: 6mm