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Record Nr. |
UNICAMPANIAVAN0113875 |
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Autore |
Grbac, Zorana |
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Titolo |
Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier |
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Pubbl/distr/stampa |
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Titolo uniforme |
Interest rate modeling : post-crisis challenges and approaches |
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Descrizione fisica |
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XIII, 140 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Soggetti |
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60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
91G40 - Credit risk [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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