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ISBN: 9783319253831 9783319253855 9783319253848 Year: 2015 Publisher: Cham : Springer,
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Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research articles and two books, one of them an edited volume, both being written by researchers working mainly in practice. The aim of this book is to concentrate primarily on the methodological side, thereby providing an overview of the state-of-the-art and also clarifying the link between the new models and the classical literature. The book is intended to serve as a guide for graduate students and researchers as well as practitioners interested in the paradigm change for fixed income markets. A basic knowledge of fixed income markets and related stochastic methodology is assumed as a prerequisite.
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Economic relations. Trade --- Quantitative methods (economics) --- Economics, Mathematical --- Mathématiques économiques --- Wiskundige economie. --- Ökonometrie. --- Mathematische Ökonomie. --- Theorie. --- MATHEMATICAL ECONOMICS. --- -330.015105 --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Electronic information resources --- Methodology --- E-journals --- #ETEW:TSCAT --- #A47129 --- NL / Netherlands - Nederland - Pays Bas --- Published more than once a year --- Periodicals --- Business, Economy and Management --- Mathematical Analysis & Logic --- Statistics --- Mathematical Sciences --- -Economics, Mathematical --- Business, Economy and Management. --- Statistics. --- Mathematical Sciences. --- Périodiques --- EJECONO EJMATHE ELSEVIER-E EPUB-ALPHA-J EPUB-PER-FT
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Economic conditions. Economic development --- Economics --- Economics, Mathematical --- Economie politique --- Mathématiques économiques --- Periodicals --- Périodiques --- Economics. --- Economics, Mathematical. --- #ETEW:TSCAT --- #BA02409 --- -Economics, Mathematical --- -330.0105 --- Mathematical economics --- Econometrics --- Mathematics --- Economic theory --- Political economy --- Social sciences --- Economic man --- Electronic information resources --- Methodology --- E-journals --- Business, Economy and Management --- Finance --- General and Others --- Applied Mathematics --- Mathematical Sciences --- -Economics --- Business, Economy and Management. --- Applied Mathematics. --- Mathematical Sciences. --- Mathématiques économiques --- Périodiques --- EJECONO ELSEVIER-E EPUB-ALPHA-J EPUB-PER-FT --- Économie politique --- Economie
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ISSN: 00129682 14680262 Year: 1933 Publisher: Chicago : Econometric Society, the University of Chicago,
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Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies that aim at the unification of the theoretical-quantitative and the empirical-quantitative approach to economic problems and that are penetrated by constructive and rigorous thinking. It explores a unique range of topics each year - from the frontier of theoretical developments in many new and important areas, to research on current and applied economic problems, to methodologically innovative, theoretical and applied studies in econometrics.
Economic conditions. Economic development --- Quantitative methods (economics) --- Economics --- Economics, Mathematical --- Economie politique --- Mathématiques économiques --- Periodicals --- Périodiques --- Periodicals. --- Econometrics --- Économétrie --- Mathématiques économiques --- Économie politique --- HW_IZW --- Périodiques. --- JEX9 --- #ETEW:TSCAT --- #TS:KOMA --- US / United States of America - USA - Verenigde Staten - Etats Unis --- -Economics --- -Economics, Mathematical --- -330.01519505 --- Mathematical economics --- Mathematics --- Economic theory --- Political economy --- Social sciences --- Economic man --- Statistics --- Electronic information resources --- Methodology --- E-journals --- -Econometrics --- Business, Economy and Management --- Applied Mathematics --- Mathematical Sciences --- Business, Economy and Management. --- Statistics. --- Mathematical Sciences. --- Périodiques --- EJECONO EJMATHE EPUB-ALPHA-E EPUB-PER-FT JSTOR-E PROQUEST-E --- Econometrics. --- Economics. --- Economics, Mathematical. --- Economics, Mathematical - Periodicals. --- Economics - Periodicals
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