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Interest Rate Modelling in the Multi-Curve Framework : Foundations, Evolution and Implementation

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Risk assessment

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Wordery

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Palgrave macmillan uk

Interest Rate Modelling in the Multi-Curve Framework : Foundations, Evolution and Implementation : Palgrave Macmillan : 9781349477043 : 1349477044 : 01 Jan 2014 : 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.

52.99 GBP

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AbeBooks.co.uk

70.94 GBP

AbeBooks.co.uk

54.26 GBP

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