Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) - Image 1

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

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

Corporate

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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

Brand: MACMILLAN
Format: hardcover
ASIN: 1137374659
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Corporate
Domain: Amazon UK
Publication Date: 29 May 2014
Listed Since: 22 January 2014

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