Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
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 shastic spreads modelling.
1118893998
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
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 shastic spreads modelling.
99.99
In Stock
5
1
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
241Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
241
99.99
In Stock
Product Details
ISBN-13: | 9781137374653 |
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Publisher: | Palgrave Macmillan UK |
Publication date: | 05/29/2014 |
Series: | Applied Quantitative Finance |
Edition description: | 2014 |
Pages: | 241 |
Product dimensions: | 6.10(w) x 9.10(h) x 1.00(d) |
About the Author
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