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 |
Have questions about this item, or would like to inquire about a custom or bulk order?
If you have any questions about this product by M Henrard, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.
Related Best Sellers
By Probus Publishing Co.
ean: 9781557381132, isbn: 1557381135,
Because many traders lack the knowledge and skills to read the market correctly and the necessary discipline to avoid being distracted by irrelevant "market static", authors James and Robert Dalton and Eric Jones have developed an innovative solution...
By McGraw-Hill
sku: easy25171, ean: 9780070637344, isbn: 0070637342,
Covers all aspects of futures and options trading, from fundamental market theory to creative, real-life applications...
By Cengage Learning
ean: 9781133190196, isbn: 1133190197,
Give your students a solid understanding of financial derivatives and their use in managing the risks of financial decisions with this leading text. Chance/Brooks' AN INTRODUCTION TO DERIVATIVES AND RISK MANAGEMENT, 9E offers an outstanding blend of ...
By Prentice Hall
ean: 9780130090560, isbn: 0130090565,
This fifth edition book bridges the gap between the theory and practice of derivatives. It provides a unifying approach to the valuation of all derivatives?not just futures and options. It assumes that the reader has some knowledge of finance and pro...
By Simon & Schuster
ean: 9780133634327, isbn: 0133634329,
Details and illustrates the author's refined techniques and strategies for making maximum profit through reliance on daily market action formulas in a market with the capacity for thirty million shares per day...
By Prentice Hall Press
ean: 9780138980085, isbn: 013898008X,
Covers the philosophy of technical analysis, charting theory, trends, reversal patterns, continuation patterns, commodity indices, averages, oscillators, the Elliott wave theory, time cycles, computers, and trading tactics...
By Wiley
ean: 9780471980209, isbn: 047198020X,
Since the first edition of the Handbook of Alternative Assets waspublished, significant events-from the popping of the technologybubble and massive accounting scandals to recessions and bearmarkets-have shifted the financial landscape. These changes ...
By FT Press
ean: 9780132695244, isbn: 0132695243,
Do you ever think the stories you hear about great trading, and the gains produced, sound like luck? Do you ever wonder if there is a real method and philosophy behind the success stories? The concepts condensed into Trend Commandments were gleaned f...
By HarperBusiness
ean: 9780061241703, isbn: 0061241709,
This is the true story behind Wall Street legend Richard Dennis, his disciples, the Turtles, and the trading techniques that made them millionaires.What happens when ordinary people are taught a system to make extraordinary money? Richard Dennis made...
By Jack D Schwager
ean: 9780471020516, isbn: 0471020516,
The definitive guide to technical analysis . . . written from atrader's perspectiveWith the keen insight and perspective that have made him a marketlegend, Jack D. Schwager explores, explains, and examines theapplication of technical analysis in futu...