£66.21

MACMILLAN Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

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£66.21 £64.22 £64.65 £65.09 £65.52 £65.96 £66.39 26 April 2026 07 May 2026 18 May 2026 29 May 2026 10 June 2026

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23 days 23 days · current 0 6 12 17 23 £64 £66 Days at Price

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
29 May 2014
Listed Since
22 January 2014

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