M. Henrard – författare

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2 produkter

1. 

   Interest Rate Modelling in the Multi-Curve Framework

   Foundations, Evolution and Implementation

   Av M. Henrard

   E-bok, 2014

   981 kr

   Lägg i varukorg

   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 …

2. 

   Interest Rate Modelling in the Multi-Curve Framework

   Foundations, Evolution and Implementation

   Av M. Henrard

   Häftad, 2014

   938 kr

   Tillfälligt slut

   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 …