01570nam0 2200349 i 450 SUN011387520180126102736.2990.00N978-3-319-25385-520180122d2015 |0engc50 baengCH|||| |||||*Interest rate modelingpost-crisis challenges and approachesZorana Grbac, Wolfgang J. Runggaldier[Cham] : Springer, 2015XIII140 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01029342001 *SpringerBriefs in quantitative finance210 BerlinSpringer2013-.60H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]MFSUNC02149091G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]MFSUNC03101191G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]MFSUNC03101291G40Credit risk [MSC 2020]MFSUNC031366CHChamSUNL001889Grbac, ZoranaSUNV087969755682Runggaldier, Wolfgang J.SUNV036245104586SpringerSUNV000178650ITSOL20210503RICAhttp://dx.doi.org/10.1007/978-3-319-25385-5SUN0113875UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0257 08eMF257 20180122 Interest rate modeling1522826UNICAMPANIA