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