Items related to Interest Rate Modelling in the Multi-Curve Framework:...

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation - Softcover

Henrard, M.

 
9781349477036: Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
Softcover
ISBN 10: 1349477036 ISBN 13: 9781349477036
Publisher: Palgrave MacMillan, 2014

This specific ISBN edition is currently not available.

Synopsis

1. Introduction 2. The Multi-Curve Framework Foundations 3. Variation on a Theme 4. Interpolation 5. Curve Calibration 6. More Instruments 7. Options and Spread Modelling 8. Collateral and Funding Appendix A. Gaussian HJM Appendix B. Conventions Appendix C. Implementation in a Library

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Publisher
Palgrave MacMillan
Publication date
2014
Language
English
ISBN 10 
1349477036
ISBN 13 
9781349477036
Binding
Paperback
Number of pages
256

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Other Popular Editions of the Same Title

9781137374653: Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Featured Edition

ISBN 10:  1137374659 ISBN 13:  9781137374653
Publisher: Springer, 2014
Hardcover