Name: Interest Rate Modelling in the Multi-Curve Framework
Price: 926.95 DKK
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Author: M. Henrard
ISBN: 9781349477043

Interest Rate Modelling in the Multi-Curve Framework af M. Henrard

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Bag om Interest Rate Modelling in the Multi-Curve Framework

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.

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Sprog:
Engelsk

ISBN:
9781349477043

Forlag:
Palgrave MacMillan

Indbinding:
Paperback

Sideantal:
241

Udgivet:
1. januar 2014

Udgave:
12014

Størrelse:
155x235x14 mm.

Vægt:
3927 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 12. december 2024

Forlænget returret til d. 31. januar 2025

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922,95 kr.

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Beskrivelse af Interest Rate Modelling in the Multi-Curve Framework

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.

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