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
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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 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 pages.
