Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation - Applied Quantitative Finance - M. Henrard - Knjige - Palgrave Macmillan - 9781349477043 - 2014
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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation - Applied Quantitative Finance 1st ed. 2014 edition

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Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution and implementation. The book also covers recent extensions to collateral and stochastic spreads modelling.


241 pages, XIII, 241 p.

Medij Knjige     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 2014
ISBN13 9781349477043
Založniki Palgrave Macmillan
Strani 241
Dimenzije 150 × 220 × 10 mm   ·   362 g
Jezik Angleščina  

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