Free Interest Rate Modelling In The Multi-Curve Framework: Foundations, Evolution And Implementation (Applied Quantitative Finance) Ebooks To Download
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.
Series: Applied Quantitative Finance
Hardcover: 241 pages
Publisher: Palgrave Macmillan; 2014 edition (June 26, 2014)
Language: English
ISBN-10: 1137374659
ISBN-13: 978-1137374653
Product Dimensions: 6.3 x 0.9 x 9.5 inches
Shipping Weight: 1.2 pounds (View shipping rates and policies)
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Best Sellers Rank: #1,037,473 in Books (See Top 100 in Books) #73 in Books > Business & Money > Economics > Interest #234 in Books > Business & Money > Investing > Futures #342 in Books > Business & Money > Insurance > Risk Management
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