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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
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(Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!
| Inhalt: |
| 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. |
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i.d.R. innert 14-24 Tagen versandfertig
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