Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation - Applied Quantitative Finance - M. Henrard - 图书 - Palgrave Macmillan - 9781349477043 - 2014
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M. Henrard
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation - Applied Quantitative Finance 1st ed. 2014 edition

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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.

241 pages, XIII, 241 p.

介质类型 图书     Paperback Book   (平装胶订图书)
已发行 2014
ISBN13 9781349477043
出版商 Palgrave Macmillan
页数 241
商品尺寸 150 × 220 × 10 mm   ·   362 g
语言 英语  

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