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Interest Rate Modelling in the Multi-Curve Framework

Foundations, Evolution and Implementation

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Interest Rate Modelling in the Multi-Curve Framework Marc Henrard
Libristo kod: 12044753
Nakladnici Palgrave Macmillan, siječanj 2014
Following the financial crisis dramatic market changes, a new standard in interest rate modelling em... Cijeli opis
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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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Informacije o knjizi

Puni naziv Interest Rate Modelling in the Multi-Curve Framework
Autor Marc Henrard
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2014
Broj stranica 241
EAN 9781349477043
ISBN 1349477044
Libristo kod 12044753
Nakladnici Palgrave Macmillan
Težina 3927
Dimenzije 155 x 235 x 15

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Economics, Finance, Business & Management > Business & Management > Management & management techniques
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