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Henrard, Marc

Interest Rate Modelling in the Multi-curve Framework

Henrard, Marc - Interest Rate Modelling in the Multi-curve Framework, ebook

106,45€

Ebook, PDF with Adobe DRM
ISBN: 9781137374660
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Table of contents

1. Introduction
Marc Henrard

2. The Multi-curve Framework Foundations
Marc Henrard

3. Variation on a Theme
Marc Henrard

4. Interpolation
Marc Henrard

5. Curve Calibration
Marc Henrard

6. More Instruments
Marc Henrard

7. Options and Spread Modelling
Marc Henrard

8. Collateral and Funding
Marc Henrard

Keywords: Finance, Financial Engineering, Investments and Securities, Corporate Finance, Risk Management, Business Finance

Author(s)
Publisher
Springer
Publication year
2014
Language
en
Edition
1
Series
Applied Quantitative Finance
Page amount
253 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137374660
Printed ISBN
978-1-349-47704-3

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