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

Book 2 of 14: Applied Quantitative Finance

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

"synopsis" may belong to another edition of this title.

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

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: Palgrave Macmillan, 2014
Hardcover