9781137374653-1137374659-Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

ISBN-13: 9781137374653
ISBN-10: 1137374659
Edition: 2014
Author: M. Henrard
Publication date: 2014
Publisher: Springer
Format: Hardcover 254 pages
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Book details

ISBN-13: 9781137374653
ISBN-10: 1137374659
Edition: 2014
Author: M. Henrard
Publication date: 2014
Publisher: Springer
Format: Hardcover 254 pages

Summary

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) (ISBN-13: 9781137374653 and ISBN-10: 1137374659), written by authors M. Henrard, was published by Springer in 2014. With an overall rating of 3.9 stars, it's a notable title among other Interest (Economics) books. You can easily purchase or rent Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) (Hardcover) from BooksRun, along with many other new and used Interest books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

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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