Interest Rate Modelling in the Multi-Curve Framework

Foundations, Evolution and Implementation

Business & Finance, Finance & Investing, Finance, Investments & Securities
Cover of the book Interest Rate Modelling in the Multi-Curve Framework by M. Henrard, Palgrave Macmillan UK
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: M. Henrard ISBN: 9781137374660
Publisher: Palgrave Macmillan UK Publication: May 29, 2014
Imprint: Palgrave Macmillan Language: English
Author: M. Henrard
ISBN: 9781137374660
Publisher: Palgrave Macmillan UK
Publication: May 29, 2014
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan UK

Cover of the book Longevity and the Good Life by M. Henrard
Cover of the book Women, Celebrity and Cultures of Ageing by M. Henrard
Cover of the book Philosophy of the Anthropocene by M. Henrard
Cover of the book European Union Budget Reform by M. Henrard
Cover of the book Telegraphic Imperialism by M. Henrard
Cover of the book A Visual Approach for Green Criminology by M. Henrard
Cover of the book The Great Crash of 1929 by M. Henrard
Cover of the book The Digitization of Healthcare by M. Henrard
Cover of the book Gender, Power and Political Speech by M. Henrard
Cover of the book The Politics of Extreme Austerity by M. Henrard
Cover of the book British Sociology's Lost Biological Roots by M. Henrard
Cover of the book The Sounds of Silent Films by M. Henrard
Cover of the book Leadership Development for Interprofessional Education and Collaborative Practice by M. Henrard
Cover of the book Leadership in Democracy by M. Henrard
Cover of the book Scientific Realism and International Relations by M. Henrard
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy