We specialize in hard to find items
Shop By
All Categories
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)
Product ID : 18966007
Share Tweet
Galleon Product ID
18966007
₱
8,927
*Price and Stocks may change without prior notice
*Packaging of actual item may differ from photo shown
- Electrical items MAY be 110 volts.
- 7 Day Return Policy
- All products are genuine and original
- Cash On Delivery/Cash Upon Pickup Available
Pay with
About Interest Rate Modelling In The Multi-Curve
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.
