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Interest Rate Modelling in the Multi-Curve Framework - Foundations, Evolution and Implementation (Paperback, 1st ed. 2014) Loot Price: R2,573

Discovery Miles 25 730

Repayment Terms: R241 pm x 12*

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Interest Rate Modelling in the Multi-Curve Framework - Foundations, Evolution and Implementation (Paperback, 1st ed. 2014): M....

Interest Rate Modelling in the Multi-Curve Framework - Foundations, Evolution and Implementation (Paperback, 1st ed. 2014)

M. Henrard

Series: Applied Quantitative Finance

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Loot Price R2,573 Discovery Miles 25 730 | Repayment Terms: R241 pm x 12*

Expected to ship within 10 - 15 working days

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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.

General

Imprint:	Palgrave Macmillan
Country of origin:	United Kingdom
Series:	Applied Quantitative Finance
Release date:	2014
First published:	2014
Authors:	M. Henrard
Dimensions:	235 x 155 x 14mm (L x W x T)
Format:	Paperback
Pages:	241
Edition:	1st ed. 2014
ISBN-13:	978-1-349-47704-3
Categories:	Books > Business & Economics > Finance & accounting > Finance > Corporate finance Books > Business & Economics > Business & management > Management & management techniques > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Corporate finance Books > Money & Finance > Investment & securities > General Promotions
LSN:	1-349-47704-4
Barcode:	9781349477043