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Interest Rate Modelling in the Multi-Curve Framework
- Foundations, Evolution and Implementation
Engelsk
Bogcover for Interest Rate Modelling in the Multi-Curve Framework af M. Henrard, 9781349477043
Specifikationer
Sprog:
Engelsk
Sider:
241
ISBN-13:
9781349477043
Indbinding:
Paperback
ISBN-10:
1349477044
Kategori:
Udg. Dato:
1 jan 2014
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
1 jan 2014
Forfatter(e):

Interest Rate Modelling in the Multi-Curve Framework

- Foundations, Evolution and Implementation
Engelsk
Paperback 2014
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
241
ISBN-13:
9781349477043
Indbinding:
Paperback
ISBN-10:
1349477044
Kategori:
Udg. Dato:
1 jan 2014
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
1 jan 2014
Forfatter(e):
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