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

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 coll...

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Main Author: Henrard, M. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2014.
Edition:1st ed. 2014.
Series:Applied Quantitative Finance
Subjects:
Financial engineering.
Investment banking.
Securities.
Corporations—Finance.
Risk management.
Business enterprises—Finance.
Financial Engineering.
Investments and Securities.
Corporate Finance.
Risk Management.
Business Finance.
Online Access:https://doi.org/10.1057/9781137374660

Internet

https://doi.org/10.1057/9781137374660

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