02104nam0 2200433 i 450 VAN011387520230705122618.346N978331925385520180122d2015 |0itac50 baengCH|||| |||||Interest rate modelingpost-crisis challenges and approachesZorana Grbac, Wolfgang J. Runggaldier[Cham]Springer2015XIII, 140 p.ill.24 cm001VAN01029342001 SpringerBriefs in quantitative finance210 Berlin [etc.]SpringerVAN0235071Interest rate modeling : post-crisis challenges and approaches244059260H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MF91G40Credit risk [MSC 2020]VANC031366MFAffine term structure methodologyKW:KClean valuationKW:KInterest rate models and derivativesKW:KMulticurve modelsKW:KPost-crisis interbank riskKW:KQuantitative FinanceKW:KCHChamVANL001889GrbacZoranaVANV087969755682RunggaldierWolfgang J.VANV036245104586Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-25385-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0113875BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0257 08eMF257 20180122 Interest rate modeling : post-crisis challenges and approaches2440592UNICAMPANIA