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Interest Rate Modelling In The Multi-Curve Framework
Foundations, Evolution And Implementation
idioma: inglês
Editor:
Palgrave Macmillan, Janeiro de 2014 ‧
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74,34€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781349477043 |
| Editor: | Palgrave Macmillan |
| Data de Lançamento: | Janeiro de 2014 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 241 |
| Tipo de produto: | Livro |
| Coleção: | Applied Quantitative Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
Livros em Inglês > Gestão > Gestão e Organização |
| EAN: | 9781349477043 |
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