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 Marx, the Body, and Human Nature by M. Henrard
Cover of the book Revolution of Innovation Management by M. Henrard
Cover of the book The Logistics and Politics of the British Campaigns in the Middle East, 1914-22 by M. Henrard
Cover of the book Worldmaking: Psychology and the Ideology of Creativity by M. Henrard
Cover of the book Breaking Bad and Dignity by M. Henrard
Cover of the book The Policy Process in International Environmental Governance by M. Henrard
Cover of the book Climate Terror by M. Henrard
Cover of the book Non-Governmental Public Action and Social Justice by M. Henrard
Cover of the book Europe Beyond Universalism and Particularism by M. Henrard
Cover of the book Ernst Cassirer on Form and Technology by M. Henrard
Cover of the book Transnational Lives in China by M. Henrard
Cover of the book Innovation in the Public Sector by M. Henrard
Cover of the book Beyond Hofstede by M. Henrard
Cover of the book New Documentary Ecologies by M. Henrard
Cover of the book Disciplining the Transnational Mobility of People 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