Interest Rate Modelling in the Multi-Curve Framework : Foundations, Evolution and Implementation
1st ed. 2014
by
M. Henrard
Book Details
Format
Paperback / softback
Book Series
Applied Quantitative Finance
ISBN-10
1349477044
ISBN-13
9781349477043
Edition
1st ed. 2014
Publisher
Palgrave Macmillan
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 1st, 2014
Print length
241 Pages
KSh 9,900.00
Currently unavailable
0 in stock
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Quality
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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.
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.
Get Interest Rate Modelling in the Multi-Curve Framework by M. Henrard at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Palgrave Macmillan and it has 241 pages.
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