Wolfgang Runggaldier: 2 books

Book cover of Interest Rate Modeling: Post-Crisis Challenges and Approaches
by Zorana Grbac, Wolfgang Runggaldier
Language: English
Release Date: December 26, 2015

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...
Book cover of Financial Mathematics

Financial Mathematics

Theory and Problems for Multi-period Models

by Andrea Pascucci, Wolfgang J. Runggaldier
Language: English
Release Date: April 5, 2012

With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions provide non negligible job opportunities also for mathematicians, and scientists...
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