Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation - Applied Quantitative Finance - M. Henrard - Books - Palgrave Macmillan - 9781349477043 - 2014
In case cover and title do not match, the title is correct

M. Henrard
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation - Applied Quantitative Finance 1st ed. 2014 edition

Price
HK$ 580
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jun 10 - 16

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

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.

241 pages, XIII, 241 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released 2014
ISBN13 9781349477043
Publishers Palgrave Macmillan
Pages 241
Dimensions 150 × 220 × 10 mm   ·   362 g
Language English  

Mere med samme udgiver

See all of M. Henrard ( e.g. Paperback Book and Hardcover Book )