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Books > Business & Economics > Finance & accounting > Finance > Investment & securities
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Interest Rate Modelling in the Multi-Curve Framework - Foundations, Evolution and Implementation (Paperback, 1st ed. 2014)
Loot Price: R2,676
Discovery Miles 26 760
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Interest Rate Modelling in the Multi-Curve Framework - Foundations, Evolution and Implementation (Paperback, 1st ed. 2014)
Series: Applied Quantitative Finance
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.
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