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Anglický jazyk
Interest Rate Modelling in the Multi-Curve Framework
Autor: M. Henrard
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.... Viac o knihe
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O knihe
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.
- Vydavateľstvo: Palgrave Macmillan
- Rok vydania: 2014
- Formát: Paperback
- Rozmer: 235 x 155 mm
- Jazyk: Anglický jazyk
- ISBN: 9781349477043
