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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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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: paperback
ASIN: 1349477044
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Corporate
Domain: Amazon UK
Release Date: 01 January 2014
Listed Since: 27 May 2016

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

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