LEADER 02104nam0 2200433 i 450 001 VAN0113875 005 20230705122618.346 017 70$2N$a9783319253855 100 $a20180122d2015 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aInterest rate modeling$epost-crisis challenges and approaches$fZorana Grbac, Wolfgang J. Runggaldier 210 $a[Cham]$cSpringer$d2015 215 $aXIII, 140 p.$cill.$d24 cm 410 1$1001VAN0102934$12001 $aSpringerBriefs in quantitative finance$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0235071$aInterest rate modeling : post-crisis challenges and approaches$92440592 606 $a60H30$xApplications of stochastic analysis (to PDEs, etc.) [MSC 2020]$3VANC021490$2MF 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$3VANC031011$2MF 606 $a91G30$xInterest rates, asset pricing, etc. (stochastic models) [MSC 2020]$3VANC031012$2MF 606 $a91G40$xCredit risk [MSC 2020]$3VANC031366$2MF 610 $aAffine term structure methodology$9KW:K 610 $aClean valuation$9KW:K 610 $aInterest rate models and derivatives$9KW:K 610 $aMulticurve models$9KW:K 610 $aPost-crisis interbank risk$9KW:K 610 $aQuantitative Finance$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aGrbac$bZorana$3VANV087969$0755682 701 1$aRunggaldier$bWolfgang J.$3VANV036245$0104586 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-25385-5$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0113875 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0257 $e08eMF257 20180122 996 $aInterest rate modeling : post-crisis challenges and approaches$92440592 997 $aUNICAMPANIA