Interest Rate Modelling In The Multi-curve Framework

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Synopsis
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.
Copyright:
2014

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9781137374677
Publisher:
Palgrave Macmillan
Date of Addition:
Copyrighted By:
Springer
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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