Name: Interest Rate Modelling in the Multi-Curve Framework
Price: 916.95 DKK
Availability: InStock
Author: M. Henrard
ISBN: 9781349477043

Interest Rate Modelling in the Multi-Curve Framework af M. Henrard

Du sparer 0% ift. normalprisen Spar 0%

Bag om Interest Rate Modelling in the Multi-Curve Framework

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.

Vis mere

Sprog:
Engelsk

ISBN:
9781349477043

Forlag:
Palgrave MacMillan

Indbinding:
Paperback

Sideantal:
241

Udgivet:
1. januar 2014

Udgave:
12014

Størrelse:
155x235x14 mm.

Vægt:
3927 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 30. november 2024

Normalpris

BLACK NOVEMBER
916,95 kr. + Fragt
~~916,95 kr.~~

Medlemspris

866,95 kr.

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Bag om M. Henrard

Vis alle bøger af M. Henrard

Beskrivelse af Interest Rate Modelling in the Multi-Curve Framework

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.

Brugerbedømmelser af Interest Rate Modelling in the Multi-Curve Framework

Andre købte også..

Find lignende bøger

Bogen Interest Rate Modelling in the Multi-Curve Framework findes i følgende kategorier:

Interest Rate Modelling in the Multi-Curve Framework - M. Henrard - Bog

Bag om M. Henrard

Beskrivelse af Interest Rate Modelling in the Multi-Curve Framework

Brugerbedømmelser af Interest Rate Modelling in the Multi-Curve Framework

Gør som tusindvis af andre bogelskere