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Interest Rate Modelling in the Multi-Curve Framework by M. Henrard, Hardcover | Indigo Chapters
Coles
Interest Rate Modelling in the Multi-Curve Framework by M. Henrard, Hardcover | Indigo Chapters
From M. Henrard
Current price: $145.95
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Size: 0.87 x 9.25 x 1.19
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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. | Interest Rate Modelling in the Multi-Curve Framework by M. Henrard, Hardcover | Indigo Chapters
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