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: Henrard, M.
Publication date: 2014
Publisher: Springer
Format: Hardcover 254 pages
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Book details

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

Summary

Acknowledged authors Henrard, M. wrote Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) comprising 254 pages back in 2014. Textbook and eTextbook are published under ISBN 1137374659 and 9781137374653. Since then Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

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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