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Interest Rate Modelling in the Multi-Curve Framework Upplaga 1
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.
Upplaga: 1a upplagan
Utgiven: 2014
ISBN: 9781137374653
Förlag: Palgrave Macmillan
Format: Inbunden
Språk: Engelska
Sidor: 241 st
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.
946 kr995 kr
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