Economics, Econometrics and Finance
8 years ago

New techniques for modeling interest rates post-crisis shake up finance.

SpringerBriefs in quantitative finance
Interest Rate Modeling: Post-Crisis Challenges and Approaches
Zorana Grbac, Wolfgang J. Runggaldier

Paper Summary

Related papers

Economics, Econometrics and Finance
4 years ago

Monetary Policy Decisions Shaped 1970s Inflation Volatility, Finds Study

Macroeconomic Analysis
Macroeconomic Trends
Oil Price Shocks
3 views
Business, Management and Accounting
7 years ago

Stabilization policies crucial for well-being, downturns disproportionately harm vulnerable groups.

Retirement Planning
Monetary Models
Macroeconomic Analysis
3 views
Economics, Econometrics and Finance
8 years ago

Unemployment could drive down wages and fuel inflation

Macroeconomic Trends
Monetary Models
Macroeconomic Analysis
3 views

This book addresses the challenges in modeling interest rates after the financial crisis. It discusses techniques for evaluating interest rate derivatives based on new standards.