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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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.
Read Less
Add this copy of Interest Rate Modelling in the Multi-Curve Framework: to cart. $71.70, very good condition, Sold by Books From California rated 4.0 out of 5 stars, ships from Simi Valley, CA, UNITED STATES, published 2014 by Springer.
Add this copy of Interest Rate Modelling in the Multi-Curve Framework: to cart. $74.75, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2014 by Palgrave MacMillan.
Add this copy of Interest Rate Modelling in the Multi-Curve Framewo to cart. $75.50, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2014 by Palgrave MacMillan.
