Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
Interest Rate Modelling in the Multi-Curve Framework : Foundations, Evolution and Implementation, Paperback / softback Book

Interest Rate Modelling in the Multi-Curve Framework : Foundations, Evolution and Implementation Paperback / softback

Part of the Applied Quantitative Finance series

Paperback / softback

Out of stock

Description

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.

Information

Other Formats

£52.99

Out of stock
Add to Basket
Sign in to add to wishlist
 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information

Also in the Applied Quantitative Finance series  |  View all

Interest Rate Modelling in the...

£54.99

£46.74

Add to Basket

SABR and SABR LIBOR Market Models in...

£74.50

£63.33

Add to Basket

Discounting, LIBOR, CVA and Funding

£44.99

£38.24

Add to Basket

XVA Desks - A New Era for Risk...

£109.50

£93.08

Add to Basket