Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)
Huge Savings Item! Save 17% on the Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) by M Henrard at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The
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.
|Item Weight:||0 pounds|
|Item Size:||0.58 x 9.25 x 9.25 inches|
|Package Weight:||0.88 pounds|
|Package Size:||6.14 x 0.54 x 0.54 inches|
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