M. Henrard – författare
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2 produkter
2 produkter
Interest Rate Modelling in the Multi-Curve Framework
Foundations, Evolution and Implementation
Inbunden, Engelska, 2014
942 kr
Skickas inom 10-15 vardagar
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.
Interest Rate Modelling in the Multi-Curve Framework
Foundations, Evolution and Implementation
Häftad, Engelska, 2014
722 kr
Skickas inom 10-15 vardagar
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.