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
Product Description
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.
Additional Information
| Manufacturer: | Palgrave Macmillan |
| Brand: | M Henrard |
| Publisher: | Palgrave Macmillan |
| Studio: | Palgrave Macmillan |
| EAN: | 9781349477043 |
| 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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