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
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.

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 Managing Cultural Heritage by M. Henrard
Cover of the book Decentralization and Local Development in South East Europe by M. Henrard
Cover of the book Gender in Transitional Justice by M. Henrard
Cover of the book Gender and Citizenship by M. Henrard
Cover of the book Key Players and Regional Dynamics in Eurasia by M. Henrard
Cover of the book Open-Air Shakespeare by M. Henrard
Cover of the book The Language of Museum Communication by M. Henrard
Cover of the book Revisiting Holocaust Representation in the Post-Witness Era by M. Henrard
Cover of the book Commercial Nationalism by M. Henrard
Cover of the book From Stress to Wellbeing Volume 2 by M. Henrard
Cover of the book The Nature of Scientific Thinking by M. Henrard
Cover of the book Gender Politics and Mass Dictatorship by M. Henrard
Cover of the book Materializing Europe by M. Henrard
Cover of the book Development Cooperation of the ‘New’ EU Member States by M. Henrard
Cover of the book Alternatives to Neoliberal Globalization 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