Interest Rate Modelling in the Multi-Curve Framework

Foundations, Evolution and Implementation

Business & Finance, Finance & Investing, Finance, Investments & Securities
Cover of the book Interest Rate Modelling in the Multi-Curve Framework by M. Henrard, Palgrave Macmillan UK
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: M. Henrard ISBN: 9781137374660
Publisher: Palgrave Macmillan UK Publication: May 29, 2014
Imprint: Palgrave Macmillan Language: English
Author: M. Henrard
ISBN: 9781137374660
Publisher: Palgrave Macmillan UK
Publication: May 29, 2014
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan UK

Cover of the book Negotiating Boundaries by M. Henrard
Cover of the book Managing Financial Resources in Late Antiquity by M. Henrard
Cover of the book Police, Picket-Lines and Fatalities by M. Henrard
Cover of the book Fukushima by M. Henrard
Cover of the book Propriety and Prosperity by M. Henrard
Cover of the book The 'Civilising Mission' of Portuguese Colonialism, 1870-1930 by M. Henrard
Cover of the book Practicing Democracy by M. Henrard
Cover of the book Which Europe? by M. Henrard
Cover of the book The Palgrave Handbook of Gender and Development by M. Henrard
Cover of the book China’s Renewable Energy Revolution by M. Henrard
Cover of the book Islamic Philosophy and the Ethics of Belief by M. Henrard
Cover of the book Changing the Rules of the Game by M. Henrard
Cover of the book Experimental Economics by M. Henrard
Cover of the book Prison Shakespeare by M. Henrard
Cover of the book Christian Theology and the Status of Animals by M. Henrard
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy